There's been an issue with the function that underlies rglobs and zglobs for a long time. See https://rbcommons.com/s/twitter/r/2351/
This adds a test that exercises this case in the new engine

I think this test should pass, but it fails:
If you remove the @pytest.mark.xfail you get:

./pants test tests/python/pants_test/engine/exp:: -- -k test_walk_recursive_complex
...
                   tests/python/pants_test/engine/exp/test_fs.py:46: in assert_walk_complex
                         self.assertEquals(set(files), set([p.path for p in result]))
                     E   AssertionError: Items in the first set but not the second:
                     E   u'src/java/FooBarIT.java'
                     _____ GitFSTest.test_walk_recursive_complex ______

                     self = <pants_test.engine.exp.test_fs.GitFSTest testMethod=test_walk_recursive_complex>

                         def test_walk_recursive_complex(self):
                           self.assert_walk_complex(Files, ['**/*IT.java'], ['src/java/BarFooIT.java', 'src/java/FooBarIT.java'])
                     >     self.assert_walk_complex(Files, ['**/Foo*IT.java'], ['src/java/FooBarIT.java'])

                     tests/python/pants_test/engine/exp/test_fs.py:100: 
                     _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 
                     tests/python/pants_test/engine/exp/test_fs.py:46: in assert_walk_complex
                         self.assertEquals(set(files), set([p.path for p in result]))
                     E   AssertionError: Items in the first set but not the second:
                     E   u'src/java/FooBarIT.java'