At the end of each turn, before you advacne to the next turn, hold CONTROL and press S. This will Quicksave the game. If the game crashes during the transition, restart and load your quicksave game. This might help, as long as the problem is being caused by something outside of the game. If it's inside the game, then the game should crash each time, even after you reboot and reload.
This is a "bandaid" and not the best solution, but at least it might allow you to continue a campaign in which you've invested time. When I first started playing Shogun I lost a few campaigns to crashes before I discovered CONTROL+S and was very annoyed.
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