SimulatedAnnealing (and SAMIN) claims "Status Failure", but output seems to be OK?

You are correct, running the example from the documentation at https://github.com/JuliaNLSolvers/Optim.jl/blob/master/docs/src/algo/samin.md

using Optim, OptimTestProblems

prob = UnconstrainedProblems.examples["Rosenbrock"];
res = Optim.optimize(prob.f, fill(-100.0, 2), fill(100.0, 2), prob.initial_x, SAMIN(), Optim.Options(iterations=10^6))
println(res)

I also see

================================================================================
SAMIN results
==> Normal convergence <==
total number of objective function evaluations: 22451

     Obj. value:      0.0000000000

       parameter      search width
         1.00000           0.00000 
         1.00000           0.00000 
================================================================================

 * Status: failure

 * Candidate solution
    Final objective value:     1.178874e-15

 * Found with
    Algorithm:     SAMIN

 * Convergence measures
    |x - x'|               = NaN ≰ 0.0e+00
    |x - x'|/|x'|          = NaN ≰ 0.0e+00
    |f(x) - f(x')|         = NaN ≰ 0.0e+00
    |f(x) - f(x')|/|f(x')| = NaN ≰ 0.0e+00
    |g(x)|                 = NaN ≰ 0.0e+00

 * Work counters
    Seconds run:   1  (vs limit Inf)
    Iterations:    22451
    f(x) calls:    22451
    ∇f(x) calls:   0

Furthermore the documentation and current reporting differ and in the documentation I miss the status information signalling success or failure.