This is an issue which has arisen since upgrading to WP 3.5.1.
If I go to list all posts in the WP dashboard, all posts are still there however the category and tag fields are now empty, just returning a '-' for every post. If I open to edit any post, the correct category selection and tag information are still saved in there, and I'm able to see the full list of tags and categories on their respective admin page.
Bizarrely if I opt to filter the posts list by any category, WP correctly returns the posts under that category, along with the tags information for each post as normal. It's only on 'All Posts' where the category and tag values are empty. Republishing hasn't helped, and the issue persists for newly created posts.