Bug introduced in 7.0.1 or earlier and persisting through 11.0.1 or later
While I've been thinking about this question, I tried to visualize the Intercepts. I use three snippets, actually snippet 1, 2 and 3. The visualization works as expected.
p[x_] := x^4 - 4 x^2 - 2 x + 1 solutions = NSolve[p[x] == 0, x] snippet1 = Plot[p[x], {x, -3, 3}, PlotStyle -> Green, MeshFunctions -> {p[x] /. x -> # &}, Mesh -> {{0}}, MeshStyle -> Directive[PointSize[Large], Red], PlotLabel -> "Snippet 1"]; snippet2 = Show[Plot[p[x], {x, -3, 3}, PlotStyle -> Brown], Graphics[{Red, PointSize[Large], Point[{x, p[x]} /. solutions]}], PlotLabel -> "Snippet 2"]; snippet3 = Plot[p[x], {x, -3, 3}, PlotStyle -> Blue, Epilog -> {PointSize[Large], Red, Point[{x, 0} /. NSolve[p[x]]]}, PlotLabel -> "Snippet 3"]; 
When applying snippet 1 with a larger xmin-value a fifth red spot appears. I do not observe this behavior on snippet 2 and 3. What's wrong with snippet 1, or with my knowledge/interpretation?
snippet1 = Plot[p[x], {x, -3, 4}, PlotStyle -> Green, MeshFunctions -> {p[x] /. x -> # &}, Mesh -> {{0}}, MeshStyle -> Directive[PointSize[Large], Red], PlotLabel -> "Snippet 1"] 
I'm on 10.0 for Mac OS X x86 (64-bit) (September 10, 2014).


PlotRange -> All. $\endgroup$