Every once in a while I will have a unit stack just simply disappear. I have had this happen twice that I know of. I think that both times the unit was crossing a city, but I am not completely sure. In my current game, it was my sovereign's stack that disappeared, which is obviously very important. I had sent him to fight some monsters on the other side of one of my towns, and he just disappeared. He was not in the list of units for the town (it was empty), and the town wound up getting razed two turns later by the monsters I sent him to attack.