When you load up your game, any scenes you had in the studio appear to disappear. Not sure if this is due to them not saving properly, or if its not loading. Haven't made a full movie yet, so haven't had a chance to explore too much into it, but I lost 5-6 scenes I think.
Edit: Correction, it appears it's not upon loading the game, but merely, upon restarting the WM.exe that it loses the scenes.