Are these regular windows you open with a Shift+click or Ctrl+n? Are they opened using an external link (e.g., in an email client program or Adobe Reader? Are they pop-up windows generated by scripts?

Scripts can show or hide toolbars in new windows (unless you disable them from doing that). So let's set those aside for the moment.

If they are regular windows, I'll admit I haven't figured out the pattern of when the Bookmarks Toolbar shows in the new window. In my experience, it seems to depend on whether it was showing in the currently active window at the time you opened the new one. Can you spot a pattern to when it appears and doesn't appear?

See also:

• http://kb.mozillazine.org/Prevent_websites_from_disabling_new_window_features
• http://kb.mozillazine.org/JavaScript#Advanced_JavaScript_settings