http://dl.getdropbox.com/u/529356/Gambit.cap
I've bookmarked the changes.
When you set the animation for attacking, it's only set one time. When the event sheet loops to the top again on the next tick, you're setting the animation right back to "Standing" or "Walking" or whatever, so you don't see the full animation. You have to be careful with the order of your events, and you have to make sure you're not cancelling out your events with other events.
I added a "NOT Animation 'Attack' is playing" condition, and put your standing, walking, etc. events under it as a sub-event.
The "Set frame to 1" is to insure that your attack always starts on the proper frame. If you're walking, and you press Attack on frame 4 of the walk cycle, then you will be in frame 4 of the Attack cycle when you switch over. Setting to 1 fixes that.
Also, there is no need to use "On animation finished." Since the animation is not set to Loop, it finishes on it's own... so the "NOT Animation 'Attack' is playing" condition is met as soon as it's done.
Hope this helps.
Edit:
You also had a blank frame on angle 180 of your falling animation, so Gambit was disappearing when he fell. I took it out for you