When you load fontspec also the font for math upright letters is changed to use the default text font. The Greek letters in this font are not where LaTeX expects them to be: with the standard definition, \Phi points to slot 0x08, while the uppercase Phi in Unicode is at U+03A6.
The command \mathbf, in standard LaTeX, only works with Latin letters and uppercase Greek. You can revert to the standard behavior by loading
\usepackage[no-math]{fontspec}
that will use the standard Computer Modern font for upright math characters. But there's no point in not doing the big step and load
\usepackage{unicode-math}
but you need \symbf rather than \mathbf (also for Latin letters).
See the following example:
\documentclass{article}
\usepackage{unicode-math}
\begin{document}
$\symbf{\Phi}+\symbf{\alpha}$
$\Phi+\alpha$
\end{document}
that produces

If you don't want to do the big step, you still can get \mathbf to work with uppercase Greek; just teach XeLaTeX where to go and find the uppercase Greek letters.
\documentclass{article}
\usepackage{fontspec}
\AtBeginDocument{
\Umathchardef\Gamma = 7 0 "0393
\Umathchardef\Delta = 7 0 "0394
\Umathchardef\Theta = 7 0 "0398
\Umathchardef\Lambda = 7 0 "039B
\Umathchardef\Xi = 7 0 "039E
\Umathchardef\Pi = 7 0 "03A0
\Umathchardef\Sigma = 7 0 "03A3
\Umathchardef\Upsilon = 7 0 "03A5
\Umathchardef\Phi = 7 0 "03A6
\Umathchardef\Psi = 7 0 "03A8
\Umathchardef\Omega = 7 0 "03A9
}
\begin{document}
$\Gamma+\Delta+\Theta+\Lambda+\Xi+\Pi+\Sigma+
\Upsilon+\Phi+\Psi+\Omega$
$\mathbf{\Gamma}+\mathbf{\Delta}+\mathbf{\Theta}+\mathbf{\Lambda}+
\mathbf{\Xi}+\mathbf{\Pi}+\mathbf{\Sigma}+\mathbf{\Upsilon}+
\mathbf{\Phi}+\mathbf{\Psi}+\mathbf{\Omega}$
\end{document}

Although you can find somewhere that xunicode and xltxtra are recommended with XeLaTeX, the information is outdated and they should not be loaded. Only xltxtra can, in the unusual situation that you really need the features it provides.
bmplease (always) produce a complete small document that shows the problem. – David Carlisle Oct 31 '13 at 16:25bmdoesn't really work with unicode-math, it is designed for classic 8bit math font setups. – David Carlisle Oct 31 '13 at 16:26\usepackage[no-math]{fontspec}should do. Don't loadxunicodeandxltxtra. Some outdated guides tell to, but they're wrong. You should be aware of the fact that\mathbfonly works with uppercase Greek letters (but this has always been so). – egreg Oct 31 '13 at 16:32mathbf, so I don't need to manually change everything tobm. Thank you @egreg!! – Hunter Oct 31 '13 at 16:38