This one is wierd and it's been around for me since at least the 02x betas.
Take a look at the following screenshots:


In the first you can see where I "clicked" and that he is going in a different direction. In the second one you can see him flying into the ocean. Note that this occurs in both cloth and normal modes. Also, he does not "actually" move into these places, just his model jitters his way over there. It's a very jerk movement: two steps opposite direction, one step towards where he is supposed to be, making him vibrate back and forth.
Eventually he stops when either the next turn button is clicked or he hits the end of the map.
Note this doesn't *always* happen. The issue is intermittent.
Some software details:
Card name: ATI Radeon HD 4600 Series Manufacturer: ATI Technologies Inc.
Chip type: ATI Radeon Graphics Processor (0x9490)
Display Memory: 1024.0 MB
Current Mode: 1152 x 864 (32 bit) (60Hz)
Driver Name: ati2dvag.dll
Driver Version: 6.14.0010.6973 (English)
Operating System: Windows XP Home Edition (5.1, Build 2600) Service Pack 3 (2600.xpsp_sp3_gdr.090206-1234)