Hello,
i have had the same problem a few days ago. I downloaded germany.osm.bz2 from geofabrik.de and got the same result as in the pictures above. I used the package version of Ubuntu 9.04 and I think one of the tools had a bug. I then switched to the svn version of osm2pgsql, mapnik and the mapnik-renderer and now it’s all working with the same osm-file. Try out the svn-version - with Ubuntu it isn’t hard to compile.
Greetings from Germany!