Yes there is. It biases our thinking.

Here is a non-controversial example of this: "Millikan measured the charge on an electron...got an answer which we now know not to be quite right...It's interesting to look at the history of measurements of the charge of an electron, after Millikan. If you plot them as a function of time, you find that one is a little bit bigger than Millikan's, and the next one's a little bit bigger than that, and the next one's a little bit bigger than that, until finally they settle down to a number which is higher.

Why didn't they discover the new number was higher right away? It's a thing that scientists are ashamed of - this history - because it's apparent that people did things like this: When they got a number that was too high above Millikan's, they thought something must be wrong - and they would look for and find a reason why something might be wrong. When they got a number close to Millikan's value they didn't look so hard. And so they eliminated the numbers that were too far off, and did other things like that..."

(The narrative comes from Richard Feynman.)

If we look on some hypothesis extra critically, and others only reasonably critically, we will bias our views towards the beliefs which we apply less scrutiny to.

(See also this discussion, where I defend a paper claiming to prove the existence of ESP: http://news.ycombinator.com/item?id=2068699 )