If the cursor is in the middle of a line, Shift+Tab does not work. You have to instead place the cursor at the start of the line for it to work. Multi-line unindent works fine.

Build 2117 on WinXP SP3.

in the past, i think shift-tab was mapped to code-completion by default. i made a change to my key bindings to change that. is shift-tab still used for other things? otherwise, can we have shift-tab is always unindent?

\Packages\Default\Base File.sublime-settings

[code] // When enabled, pressing tab will insert the best matching completion.
// When disabled, tab will only trigger snippets or insert a tab.
// Shift+tab can be used to insert an explicit tab when tab_completion is
// enabled.
“tab_completion”: true,

// By default, shift+tab will only unindent if the selection spans
// multiple lines. When pressing shift+tab at other times, it'll insert a
// tab character - this allows tabs to be inserted when tab_completion is
// enabled. Set this to true to make shift+tab always unindent, instead of
// inserting tabs.
"shift_tab_unindent": false,

[/code]
I suppose changing shift_tab_unindent to true is what you want.