As discussed in [T48636], by default Mac OS X has shortcuts (AFAICT since at least 10.8) that clash with the documented shortcuts to "cycle between screens" (https://www.blender.org/manual/interface/window_system/screens.html#shortcuts).
Whether a different default shortcut would be wise for Mac OS X is a different discussion but I think the issue should at least be mentioned in the documentation so that people on Mac OS X who use Blender don't get confused by this very basic shortcut not working.
Attached is a potential documentation patch.