Thanks to the OP for posting about this, I get it too.
Here in Australia, Opera cannot be used for online banking due to the bug.
Sites that require secure login don't work with Opera as it doesn't enable cookies properly (even when they are set to be on in Settings).
It gets talked about quite a bit on the Aussie forums.
Through those discussions they've been able to narrow the problem down to the 12.15 release, and in all Opera versions since.
Possibly related to this 'fix' http://www.opera.com/security/advisory/1047
No fix at this time except to not use Opera