While loading auto-saves has quite a few problems, such as automatically moving units on load, I'm just going to report this one particular issue for now.  This issue has been reported before, but perhaps not with steps to reproduce.  Also, it's still a problem in 0.85, so still worth mentioning.

1. Set auto-save to save every 1 turns (otherwise this will be annoying to reproduce since you'll have to match up the turns).

2. Start training any unit in any city.

3. When the unit is finished training, load your last auto-save. 

4. Your new unit is gone.  The city's queue is empty.  If you spent resources to start training the unit, those are gone, too.

Normal saves do not seem to have this problem, only auto-saves.