Hi Tom,
Still not working in my environment.  I did some more research concerning roles & dbms_job and came up empty-handed.  I took your suggestion and did this:

create table t ( job int, txt varchar2(30) );

create or replace procedure ewh_1 
authid current_user
is
v_object_name  all_objects.object_name%TYPE;
begin
execute immediate 'set role ALL';
ewh_1_write;
insert into t values(99,'DONE Outer');
execute immediate 'select object_name from dba_objects where rownum < 2'
into v_object_name;
dbms_output.put_line(v_object_name);
end;

create or replace procedure ewh_1_write
authid current_user
is
pragma autonomous_transaction;
p_job    NUMBER;
begin
p_job := 1;
insert into t
       select p_job, role from session_roles
       union all
       select p_job, USER from dual;
insert into t values(98,'DONE Inner');   
commit;
end ewh_1_write;

Straight sql*plus:
SQL> truncate table t;

Table truncated.

Elapsed: 00:00:00.91
SQL> 
SQL> begin
  2  ewh_1;
  3  end;
  4  /
/1001a851_ConstantDefImpl

PL/SQL procedure successfully completed.

Elapsed: 00:00:00.10
SQL> 
SQL> select * from t;

       JOB TXT
---------- ------------------------------
         1 CONNECT
         1 SELECT_CATALOG_ROLE
       <snip>
         1 KATE_ML
        98 DONE Inner
        99 DONE Outer

14 rows selected.

Elapsed: 00:00:00.00
SQL> 

But as a job...
SQL> @u:\data\devml
Connected.
SQL> variable n number
SQL> truncate table t;

Table truncated.

Elapsed: 00:00:00.60
SQL> exec dbms_job.submit(:n,'ewh_1;');

PL/SQL procedure successfully completed.

Elapsed: 00:00:00.01
SQL> exec dbms_job.run(:n);
BEGIN dbms_job.run(:n); END;

*
ERROR at line 1:
ORA-12011: execution of 1 jobs failed
ORA-06512: at "SYS.DBMS_IJOB", line 405
ORA-06512: at "SYS.DBMS_JOB", line 267
ORA-06512: at line 1


Elapsed: 00:00:00.40
SQL> select * from t;

       JOB TXT
---------- ------------------------------
         1 KATE_ML
        98 DONE Inner

Elapsed: 00:00:00.90
SQL>  
 
The alert log is still pointing to the execute immediate 'select object_name from dba_objects.. statement 

Compaq PROLIANT DL380 G2, running Red Hat Linux AS2.1

>uname -a
Linux hlwsdlx001 2.4.9-e.27enterprise #1 SMP Tue Aug 5 15:39:21 EDT 2003 i686 unknown

SQL> select * from v$instance;

INSTANCE_NUMBER INSTANCE_NAME
--------------- ----------------
HOST_NAME
----------------------------------------------------------------
VERSION           STARTUP_TIM STATUS  PAR    THREAD# ARCHIVE LOG_SWITCH_
----------------- ----------- ------- --- ---------- ------- -----------
LOGINS     SHU DATABASE_STATUS   INSTANCE_ROLE
---------- --- ----------------- ------------------
              1 UKDEV188
hlwsdlx001
8.1.7.4.0         12-SEP-2004 OPEN    NO           1 STARTED
ALLOWED    NO  ACTIVE            PRIMARY_INSTANCE
 

I got into a 9i db and concur with your findings.  Please note that the link above does not really describe this problem with dbms_job vs. executing the proc in sql*plus.  I had seen that article before and it contains this little clause that gave me hope:

SQL> set role none; 
SQL> "statement you want to test to see if it'll work in a procedure"

If you can do it in plus with no roles you can do it in a procedure.  If you can't, you must have the privelege from a role and hence won't be able to do it in a procedure (unless you are using Invokers rights in Oracle8i.  See the PLSQL documentation for more information on this feature and make sure you understand the ramifications).  To be able to perform that operation in a typical procedure, you need to have that privelege granted directly to you. 
  

Anyway, thanks and I'll request specific grants.
Ed