[1.0.0.56 (241523)]
The city of Astrakhan is stuck in an occupied state. Attached are two saves demonstrating this situation. Unfortunately, I do not have a save from before this problem occurred; I did not notice the situation immediately because I was not expecting it to happen.
I am playing Germany, and this situation arose due to my interaction with Russia and Egypt. Before Russia founded Astrakhan I had declared war on them, mostly to harass their religious units. I was planning to expand to the location of Astrakhan but they beat me to it. I would have been willing to capture the city, but on a whim I checked diplomacy and Russia was willing to trade the city to me for peace. I accepted, as the war with them was not a priority and that territory is the most I would want to get out of continued aggression anyway. Shortly thereafter Egypt declared war on me, and captured Astrakhan (which had not had time to build defenses). Egypt's forces broke trying to take a more developed city, however, and I was able to retake Astrakhan. At that point I was given a choice: keep the city or liberate it to the original owner (Russia). I chose to keep the city and it entered an occupied state. With Egypt's army crushed I was in a position to conquer its remaining cities, which I did, eliminating the civilization. This was apparently the point at which the problem struck; without a peace deal in which Egypt ceded control of Astrakhan to me, it never left the occupied state. The attached turn 180 save demonstrates this situation.
When I first noticed the problem, many turns later, I thought that perhaps the game thought that I was occupying a Russian city. I assumed that I would have to negotiate with Russia to release it. So, I waited patiently and eventually Russia declared war on me. I set about inflicting enough losses on it so that a peace deal would be accepted. When I went to negotiate the deal, however, I found that Astrakhan was not available as a point of negotiation, neither as an occupied city to be ceded or returned, nor as a non-occupied city to be yielded, for either party. Astrakhan is not available in negotiations with other civilizations either; it is as if the city does not exist. The attached turn 239 save demonstrates this situation.
When Egypt was eliminated, I controlled two of their former cities (Astrakhan and Thebes) which were in an occupied state. The game correctly released Thebes from that state when Egypt was eliminated. The game's failure to release Astrakhan from that state may stem from the fact that it was originally a Russian city. It is appropriate for the game to track the fact that Astrakhan was originally a Russian city; Russia should recognize the fact that I hold one of their former cities, for diplomatic purposes, even though Egypt at one point controlled it. However, the game needs to understand that when I captured Astrakhan from Egypt I was occupying an Egyptian city that was originally Russian, rather than occupying a Russian city (which seems to be the case). When Egypt was eliminated, the city should have left the occupied state (as Thebes did), and I should have had full control of a city that the game recognized as originally Russian. That city should be available for use in negotiations with other civilizations, just like any other city that I had founded myself, or that had been ceded or traded to me by another civilization.
I will keep my eye out for this situation in the future, and if it happens again I should be able to provide saves from just before and just after the problem occurs. If there is any other information I can provide that will assist in fixing this bug, please let me know.