I just had this problem,well,actually,its been happening for an hour. I saved the game at one point,specificly on Black Mountain,and went all the way to Cottonwood Cove. I saved there,and then got to The Fort,and thought of attacking Ceaser with a Machete after upgrading the Securitrons for Mr.House. I died,obviously. But instead of loading back inside the tent,where Ceaser was,I loaded all the way back at Black Mountain,and was really annoyed. (Note:I had Auto-save on for everything,so something is wrong with the game,or my Xbox) Could anyone help?

Don't rely auto-saves or quick saves, I've always manually saved (which takes a few seconds longer) so I've never got to be annoyed from a problem like this... except when I forget to save at all.

Lesson learned from Oblivion, save often and under different save slots. I only use quick save and auto for things like exploring or trying something out.