I came across this issue on a project the other day. Hopefully this will save someone some time. While we were waiting for the customer's DNS czar to add an entry for our SharePoint dev site, we had created a hosts file entry and set up the site using a host header (for sake of example, the host header is "myheader"). We deployed our PPS dashboards and SSRS 2005 reports (in SharePoint Integrated mode) and everything was working perfectly. When the dev DNS entry was approved and created (again, for sake of example, the DNS entry is "myheader.mydomain.com"), we changed SharePoint to use the new host header (in Central Admin, we updated the AAM so that the default zone used the new name; in IIS, we removed the old host header and added the new one).
Our reports (.rdl files) were still in SharePoint, so we tried to run one. No luck. SSRS and SharePoint were out of synch somewhere. We redeployed the reports from Visual Studio using the new host header information. Now SSRS recognized the reports, but could not find the shared data source. The shared data source (.rsds) was in SharePoint, but SSRS claimed it couldn't find it. We went through the process of manually setting the report data source in SharePoint. We navigated to the data source and selected it. SharePoint did not throw any errors. However, when we clicked "Ok" to complete the process, the warning icon still appeared beside the report data source indicating that the data source was non-existent. After some frustration, we deleted the data source and manually recreated it. Bingo! Everything was working again. Somewhere (in SSRS, I think), a reference to the old host header value was being stored. When we changed the host header value, SharePoint recognized the change, but SSRS did not. NOTE: If we had overwritten the shared data source(s) when we re-deployed from Visual Studio, it would also have corrected the problem.
So, the moral of the story is, you need to redeploy your SSRS reports and shared data sources after you change the host header for the SharePoint site that is hosting the SSRS reports in SharePoint Integrated mode.