I've just had one of my cities captured by an ennemy without any fight (and without any visible army on the map).
I had one defending unit inside, and this unit was removed from the city and left outside.
Since there was no ennemy unit inside, my unit was able to take my city back without any fight but that's wired.
After that, the game kind of froze : I was not able to press "Turn" so I had to load a save.
Not sure if it's a bug or if some wizard ennemy would have a spell that is able to take cities without fight...