Was playing RTW last night when there was a power cut. When I rebooted the game failed to launch - just an error box saying "Unspecified exception". Gotta love those error messages :)
Thought maybe some game files had been corrupted during autosave, so uninstalled, scrubbed the install dir and registry entries and reinstalled - same error.
Eventually tracked it down to a corrupted audio driver. Reinstalled driver and game: everybody happy. Save game intact (120+ turns, phew!).
Not a bug per se - but beware that error messages during early game boot probably due to system/device initialisation. I guess it's too much to ask for informative error messages, but a .log file would have helped.