I ALWAYS backup (save) at the end of EVERY turn. Some times, restarting from several turns before a crash occurs allows steps to avoid the problem, from what I have read in this forum. You can also reconstruct events in the game afterwards, and try bizairre and odd strategy and tactics at any point, by pulling up saved game files later. Personally, I feel its cheesy to use this to "cheat", but what one does in a solitare game is ones own business.
I had a major problem in Civ2, not sure if this was the cause, but once I had several hundred saved game files, the progam wouldn't list them all in the load game dialog, and soon after my system totally crashed, as in total disaster- had to rebuild the entire hard discs OS/file structure. The final crash occured in the middle of a game, on the second boot up after I noticed the failure to list the earlier save games in the load game dialog. I couldn't even boot up in Win 95.
Once I reuilt everything, and now in my new Win98 B setup with Civ 3, about every two dozen or so save games, I will go into explorer and move all the save game files out of the Civ folder and into a seperate place on the hard disc, totally seperate from the Civ exe location. I set up a folder for Civ save games and have sub folders for each century of so, depending on the era and the years per turn. THis makes it easy to quickly find files for specific years.
If you don't clean out things this way, and you do save every turn, the CIv3/Saves folder gets MIGHTY big at 2.3 meg per file or whatever the size is.
Goodluck, hope this could help. Not saying its the source of your problem, but it might help you recover from a crashed game and not lose all the time spent playing up to that point. I know what you mean, I am a slow player who micromanges to max results rather then depend on the goveners, so a LOT of hours go into a game, and it would truly suck to lose all that in the year 2020 or whatever.