Quote Originally Posted by Oaty
A few ways this happens, an army is right next to the city/castle but not besieging, the battle is fought out the captain goes back to the cities and disbands. You cant find that wonderful captain so the game makes that message.
Happened to me yesterday, when I besiege a city with a captain and get attacked from outside the city and end up beating both armies. Captain takes the city, I get MOTH and he dies. Had the tragedy occur once in RTW as well but forgot the circumstances.

Quote Originally Posted by Oaty
The other way is you forgot an army had multiple turns to attack an army, the battle occurs between end turn and the beginning of a new turn, when this happens the message stays hidden unitl you reload the game, wich could be 20 turns down the road
Had this happen to me in RTW only. In M2TW battles between turns on an open field (i.e. no sally, no attacking out from town, no siege) will generate a MOTH the next turn without loading even.