Hi Kevin,
I have just done a simple test of File-In node -> Change node that deletes msg.filename -> File-Out node and it properly copies the file contents as you'd expect. So I think the File-Out node is working properly. (Although interested to see what issues Dave has just mentioned...)
You say you're retrieving the payload via an HTTP Request - as per the other thread on that issue, we don't currently handle non-utf8 responses properly. So I wanted to check how you are retrieving the payload and whether your certain it's getting into node-red as you expect? Here's a Function/Debug node pair you can use to check the length of the Buffer object held in msg.payload - if you haven't already, that would be a useful sanity check that payload is what you think it is in the flow. Import the follow (ctrl-I, then paste this in):
[{"id":"6b6c2265.9493dc","type":"function","name":"","func":"msg.payload = msg.payload.length;\nreturn msg;","outputs":1,"x":610,"y":240,"z":"446f8066.bb908","wires":[["b73b56e5.48c4a8"]]},{"id":"b73b56e5.48c4a8","type":"debug","name":"","active":true,"console":"false","complete":"false","x":750,"y":240,"z":"446f8066.bb908","wires":[]}]
Nick