I just registered to post my solution in this thread.
I also have an SR606 that I purchased in January of 2009 where the HDMI Through suddenly stopped working (I could get a signal from my PS3 connected through HDMI no problem, but my PS2 connected through Component or my GameCube connected through S-Video suddenly started transmitting only audio, but no video. I don't know when this started, as I rarely use these devices). I could also no longer see the OSD menus, even when displaying an HDMI source on my TV.
The solution I used was to unplug the reciever for 10 seconds and then plug it back in. After that, things seemed to be working again (and I didn't have to reset any of my settings).
I read on some other forums that people have had to send their units in for repairs to rectify this. I think I'm still under the 2 year warranty, but I don't want to unnecessarily send it in if power cycling the unit is all it takes to fix the problem.
I'm worried this may be the start of a more serious issue though, and I'll no longer be under warranty by the time it completely manifests itself (in other words, if it starts happening again and power cycling no longer works).