I had two cities in close proximity, and my leader brought a Knight home from a quest to the second city.  When the quest failed to complete, I selected the night and then right-clicked on the hub of my primary city.  The knight disappeared from the unit list for the city it was in but did not reappear either on the map or in the destination city.  At the same time, the turn button went pale green and I could not advance my turn.  I saved the game and went to exit out to see if that would fix it, at which point it crashed, with the following bit in the error log:

Debug Message:  WARNING: CreateTacticalIconGraphic - invalid parameters
Debug Message:  WARNING: CreateTacticalIconGraphic - invalid parameters
Debug Message:  WARNING: CreateTacticalIconGraphic - invalid parameters
Debug Message:  UpdateTerrainClothMapIcons
Debug Message:  CUnit::CreateMainMapSceneNode: WARNING: Unit Knight does not have an eye texture

etc etc with every possible piece of the knight missing a texture.  No crash dump was generated.

Full debug log here:

http://dl.dropbox.com/u/6056455/SaveCrash/debug.err

http://dl.dropbox.com/u/6056455/SaveCrash/DxDiag.txt