This is a known problem. As I see it I believe you are talking about Rome TotalWar yes? and not any of the other series. The problem has been reported along with numerous other bugs (yes even though we have already had 2 patches due to CA's screwup) and there has been reports of replys at the net which inlcude an expansion pack being release in mid september for Rome, which should resolve numerous bugs as well as expand on the already ever popular Rome. For now all I can advice trying is reinstalling the game over or should I say into the same folder as it is already present in and this will basically over write any screwed up data, then once this is done please notify us and we will take it from there.

I will do some research into this in the mean time as it is a problem for many.