What is the longest time you have stored pellets without any problems??? 

 Storage conditions including the container(s) are a major factors.  Examples would be: Inside or outside.   Sunlight.   Dampness.  Temperature fluctuations. On the floor or ground.  An air space beneath the container...

 If you had problems, what were they and what could have caused the problem?

I have stored them for about a year. I keep them in my garage in their original bag without any problems.

I discovered pellet cooking in 2013 or 2014 and I'm still using pellets from my first purchase with no problems.

I've had pellets in a large plastic dog food container that holds 80# for over 5 years sitting on concrete floor.  Have had them in the black charcoal containers that hold 40# for over 3 years sitting on concrete floor and stacked.  Had some in the original bag in the box they were delivered in for over 2 years stacked on top of each other on a pallet.  All have been stored in my garage.  Had some loose pellets stored in a cardboard box for over 5 years sitting on concrete floor.

Knock on wood, I have not had any problems yet.

I heat with pellets, I have used pellets that have been stored in my garage several years after being made. I like to try to off load and store them wrapped because I can't restack themas nice as the factory.

I've gone maybe a year, but they're kept in the man cave (no garage nor more deck space). 

I'm happy to see this post.  I stacked 20 bags in the garage when I was told of a good sale.  Relative humidity is usually 7 to 10% here if memory serves me well, so I figured all is good.
When I go toes up, someone can cook supper and enjoy my Single Malts and Bourbon! 
Obviously I have issues.   

I have stored them for about a year. I keep them in my garage in their original bag without any problems.

I'm now down to 4 bags. About time to reorder.

 Darwin has an ideal humidity range for storing pellets. They could last for many years if kept out of the sun..At least that is my thinking.

 The other replies are very informative relative to long term storage..Love the "time to reorder" statement by triplbq.

 Conclusion: Properly stored pellets should last for at least a few years...

 Down side:This takes the pressure off having to use the pellets within ~ year.   Darn,that means I don't have to cook daily. I can take a break during inclement weather.

I think I had some for 2-3 years. Just the bags, in a Rubbermaid outdoor little storage box, on cinder blocks in Pasadena. That was the longest for me.  Try not to buy more then 12-18 months worth any more.

Interesting thread.  I generally don't keep more than a 2 to 3 month supply, I simply don't have the physical storage space in my garage, and fortunately I have a  great Lumberjack dealer close by.

Here in western Washington it is always humid, and I just keep them in their original bags, but it is good to know that others have had success storing long term.

I keep mine in a garden shed.  I had one bag get ruined due to moisture but not regular humidity, like it actually got water inside the shed and the bottom of the bag got wet.