I saw a paper by Berthod et. al. (J. Chromatogr. A, v1060, p205-214) examining the thermodynamics involved in chiral separations. They looked at 148 separations in reverse phase, normal phase, and a polar organic (nonaqueous) mobile phase mode, and found 19 cases where retention increased upon increasing the temperature. However, these separations were all in the polar organic mode (retention is dominated by hydrogen bonding & ion exchange).
ln k = -(dH/RT) + (dS/R) + ln (phase ratio)
In section 3.2 they discuss this, and in 3.4.2 this point out that these compounds had positve dH, and the entropy term (dS) was at least several times larger than the enthalpy contribution.
Basically, given the sign of the thermodynamic parameters for the partition/transfer process from the mobile phase to the stationary phase, it is possible for an increase in temperature to increase retention, it is just very uncommon. True this is a chiral study, but as it pertains to retention the theory is the same.
What kind of chromatography are you doing? Reverse phase C18?