This blog post describes the situation where you are unable to move an Exchange Online (Office 365) mailbox to an on-premise Exchange 2010 server in a hybrid configuration.
If an Exchange Online mailbox is created via the Exchange 2010 Management Console, the ExchangeGUID of the MS Online Mailbox is not properly set in the remote-mailbox configuration of the Active Directory user object. In most cases this is no problem at all, but if you want to move an MS Online mailbox from the cloud to your on-premises Exchange 2010 server the process fails with the error "Exception has been thrown by the target of an invocation.".