Should we track dependencies between logical/physical components?
One common type of dependency tracking is DLL dependency on the Windows platform, particularly when doing deployments to production environments (updates, service packs, etc).
Related Wiki Pages:
DoTheSimplestThingThatCouldPossiblyWork
ContinuousIntegration
I have found that GraphViz (particularly when combined with DoxyGen) does an excellent job of automating this process.
For more XP Implementation Issues, see ExtremeProgrammingImplementationIssues