diff --git a/pandas/tests/indexes/test_common.py b/pandas/tests/indexes/test_common.py
index bc1295cc0a0ce..2548fc18e4032 100644
--- a/pandas/tests/indexes/test_common.py
+++ b/pandas/tests/indexes/test_common.py
@@ -386,9 +386,13 @@ def test_asi8_deprecation(self, index):
 
 
 @pytest.mark.parametrize("na_position", [None, "middle"])
-def test_sort_values_invalid_na_position(index_with_missing, na_position):
-    if isinstance(index_with_missing, (CategoricalIndex, MultiIndex)):
-        pytest.xfail("missing value sorting order not defined for index type")
+def test_sort_values_invalid_na_position(request, index_with_missing, na_position):
+    if isinstance(index_with_missing, MultiIndex):
+        request.node.add_marker(
+            pytest.mark.xfail(
+                reason="missing value sorting order not defined for index type"
+            )
+        )
 
     if na_position not in ["first", "last"]:
         with pytest.raises(ValueError, match=f"invalid na_position: {na_position}"):
@@ -396,12 +400,16 @@ def test_sort_values_invalid_na_position(index_with_missing, na_position):
 
 
 @pytest.mark.parametrize("na_position", ["first", "last"])
-def test_sort_values_with_missing(index_with_missing, na_position):
+def test_sort_values_with_missing(request, index_with_missing, na_position):
     # GH 35584. Test that sort_values works with missing values,
     # sort non-missing and place missing according to na_position
 
-    if isinstance(index_with_missing, (CategoricalIndex, MultiIndex)):
-        pytest.xfail("missing value sorting order not defined for index type")
+    if isinstance(index_with_missing, MultiIndex):
+        request.node.add_marker(
+            pytest.mark.xfail(reason="missing value sorting order not implemented")
+        )
+    elif isinstance(index_with_missing, CategoricalIndex):
+        pytest.skip("missing value sorting order not well-defined")
 
     missing_count = np.sum(index_with_missing.isna())
     not_na_vals = index_with_missing[index_with_missing.notna()].values
diff --git a/pandas/tests/indexes/test_setops.py b/pandas/tests/indexes/test_setops.py
index 64b08c6058b81..f2a33df71e8e3 100644
--- a/pandas/tests/indexes/test_setops.py
+++ b/pandas/tests/indexes/test_setops.py
@@ -49,7 +49,7 @@ def test_union_different_types(request, index, index_fixture2):
         )
 
     if any(isinstance(idx, pd.MultiIndex) for idx in (idx1, idx2)):
-        pytest.xfail("This test doesn't consider multiindixes.")
+        pytest.skip("This test doesn't consider multiindixes.")
 
     if is_dtype_equal(idx1.dtype, idx2.dtype):
         pytest.skip("This test only considers non matching dtypes.")
diff --git a/pandas/tests/series/indexing/test_setitem.py b/pandas/tests/series/indexing/test_setitem.py
index d6d0723bee0e8..f79a822481ea0 100644
--- a/pandas/tests/series/indexing/test_setitem.py
+++ b/pandas/tests/series/indexing/test_setitem.py
@@ -328,14 +328,15 @@ def test_series_where(self, obj, key, expected):
         tm.assert_series_equal(res, expected)
 
     def test_index_where(self, obj, key, expected, request):
-        if obj.dtype == bool:
-            msg = "Index/Series casting behavior inconsistent GH#38692"
-            mark = pytest.xfail(reason=msg)
-            request.node.add_marker(mark)
-
         mask = np.zeros(obj.shape, dtype=bool)
         mask[key] = True
 
+        if obj.dtype == bool and not mask.all():
+            # When mask is all True, casting behavior does not apply
+            msg = "Index/Series casting behavior inconsistent GH#38692"
+            mark = pytest.mark.xfail(reason=msg)
+            request.node.add_marker(mark)
+
         res = Index(obj).where(~mask, np.nan)
         tm.assert_index_equal(res, Index(expected))
 
diff --git a/pandas/tests/series/indexing/test_where.py b/pandas/tests/series/indexing/test_where.py
index 59c68fba53e25..edcec386cd8ba 100644
--- a/pandas/tests/series/indexing/test_where.py
+++ b/pandas/tests/series/indexing/test_where.py
@@ -489,10 +489,6 @@ def test_where_datetimelike_categorical(tz_naive_fixture):
     tm.assert_series_equal(res, Series(dr))
 
     # DataFrame.where
-    if tz is None:
-        res = pd.DataFrame(lvals).where(mask[:, None], pd.DataFrame(rvals))
-    else:
-        with pytest.xfail(reason="frame._values loses tz"):
-            res = pd.DataFrame(lvals).where(mask[:, None], pd.DataFrame(rvals))
+    res = pd.DataFrame(lvals).where(mask[:, None], pd.DataFrame(rvals))
 
     tm.assert_frame_equal(res, pd.DataFrame(dr))
diff --git a/pandas/tests/series/test_arithmetic.py b/pandas/tests/series/test_arithmetic.py
index a0e0213a6dce5..219aaddb116cd 100644
--- a/pandas/tests/series/test_arithmetic.py
+++ b/pandas/tests/series/test_arithmetic.py
@@ -737,12 +737,18 @@ def test_align_date_objects_with_datetimeindex(self):
 class TestNamePreservation:
     @pytest.mark.parametrize("box", [list, tuple, np.array, Index, Series, pd.array])
     @pytest.mark.parametrize("flex", [True, False])
-    def test_series_ops_name_retention(self, flex, box, names, all_binary_operators):
+    def test_series_ops_name_retention(
+        self, request, flex, box, names, all_binary_operators
+    ):
         # GH#33930 consistent name renteiton
         op = all_binary_operators
 
-        if op is ops.rfloordiv and box in [list, tuple]:
-            pytest.xfail("op fails because of inconsistent ndarray-wrapping GH#28759")
+        if op is ops.rfloordiv and box in [list, tuple] and not flex:
+            request.node.add_marker(
+                pytest.mark.xfail(
+                    reason="op fails because of inconsistent ndarray-wrapping GH#28759"
+                )
+            )
 
         left = Series(range(10), name=names[0])
         right = Series(range(10), name=names[1])