Forget it.
I reduce graphics settings and now I'm able to load it.
Currently I had to go back to 1024×768, Low, and Windowed mode.
Original settings were 1280×1024, Medium, Full screen.
I've got ATI Radeon HD 3870 X2 with 1G RAM. It's a shame that now this is not enought.

Prev RoM versions (2.5 and before) were able to run on huge maps with 30+ civs. AND or the new RoM (2.8.x) need such a hude video memory?
It would be nice if AND would suppot "NoBuldingGraphics" option to spare memory.
(The interesting thing is that I'm obviously can run on the original settings, because I was playing on it and saved a game, I just can't load it. Maybe the loading mechanism is corrupt/flaw somehow...

)
UPDATE :
I'm able to load 1280×1024, Hight graphics level, BUT windowd mode.
1024×768, Low, and Full screen mode still cause error or freeze.
Definiatly the Full screnn graphics option hangling is buggy.
UPDATE 2:
I've just noticed. ATI CCC (Catalist Control Center) cannot start. Maybe both problem caused by the same issue. Yesterday I installed Steam and AvP3 Demo. Uninstalling both and reinstalling ATI direver does not help. Great! Now I can reinstall the whole system