I had a 6th level Argonian and made a new character to try out different races and stats. I made sure to save the new character to a new save file, but when I came back to play my Argonian the file was gone. My brother-in-law just did the same thing with a 28th level character and lost it. Checked around online and these are not isolated incidents, follow link: http://answers.yahoo.com/question/index?qid=20111112021710AALTCOU
Bethesda, please fix this in your next patch. Skyrim's a great game, but losing characters is just not cool.