I have a PowerShell script:

$date = (Get-Date -Format "yyyy_MM_dd_HH_mm_ss")
$file_name_headers= "path_string_"+$date+".csv"
$file_name_data = "path_string_"+$date+".csv"
bcp "SELECT COLUMN_NAME FROM db.INFORMATION_SCHEMA.COLUMNS WHERE TABLE_NAME = 'name1' AND TABLE_SCHEMA='dbo'" queryout $file_name_headers -S servername -t "," -T -c
bcp "db.dbo.name1" out $file_name_data -S servername -t "," -T -c

If I execute it line by line in PowerShell terminal it does what it is supposed to do. When I copy-paste it to a job step in SQL Server Agent and run the job, a success is reported but I cannot see any files that should be created with the script. I have successfully run other Agent jobs (executing stored procedures).

EDIT:

Permission issues. If the SQL Server rather than me uses the PowerShell to write to a file, the access is denied. I can use it to write to locations with sufficient permissions. And it was considered as a successful run simply because the bcp errors are not considered as script execution errors. The history of the job contained useful info.