Searching through the forums it seems that a number of people have this, or a similar, problem without getting any satisfactory solution.
I have a client who is using WordPress 3.4.1 in IE9 on Windows 7. She writes a post, hits the preview button, decides to make some changes and hits the publish button. At this point the text of the post disappears.
The content of all of the revisions for the post is also gone.
It would appear that this is an intermittent problem. From my computer with the same IE9/Win 7 setup I have been unable to reproduce the it; if I could I would try to narrow it down by trying the default theme or disabling plugins.