If you're using a WFS in ArcMap, it downloads and indexes ALL the data from the service. If you're connecting to a service that has ALOT of data (>?150,000 features), my experience is that you don't actually get all the data. One solution is to put a bounding box filter on the WFS connection to restrict the data request to the area you're actually interested in.
To do this, when you set up the WFS connection properties, and are in the 'Parameters' dialog (which you'll need to do to select the feature type from the service), put an XML bounding box filter expression in the 'XML Filter Expression'
here's a bounding box filter that works (WFS 1.0.0):