My girlfriend woke up the other morning to find her Hero had crashed during the night, and after turning it back on she'd lost all her phone numbers, messages, bookmarks, settings etc... As well as that the browser crashed on launch so had to do a factory reset for her.
Very annoying when stuff like that happens, tried to take precautions to make sure she doesn't lose too much stuff it it happens again (ie. moving all contacts to sim card) but looking around the web it seems to happen to people randomly so.... joy!