Hello again Jaeric,
It is something I encountered when I taught an introductory university computer science class years ago. The students would have lots of windows open, type their assignments, save, and close. But there would still be a window open, so they would save (with the same file name) and close. Repeat for all open windows. Homework is gone. This was in Windows. I remember thinking that this probably wouldn't have been possible on a Mac, but I don't remember why I thought that. Maybe it is possible.
I remember that some versions of Word did have saving bugs that would explain what you encountered. That was a few years ago though. The details are fuzzy. This was exactly the problem that Apple tries to solve with Autosave introduced in OS X 10.7 "Lion". If you use an Apple app like TextEdit or Pages, you don't ever need to save. There are some other complications though. Word is supposed to have its own autosave logic, but it is that logic that was involved with the saving bug I just mentioned. I think you might have encountered that.