Most ETL systems (at least that I have seen/studied/worked on) that populate data warehouses run something like
 
1) Load Dims
a) populate an unknown
b) populate dim data

2) Load Facts
a) join/lookup to dim’s, and if no match, set as “unknown” dimension record

3) Process Cube
 
This type of system works in many cases, but there are some flaws that bubble [...]