Not a common problem at all.
Do you have them sync'd up with anything? Maybe consider Google+ as a backup? I don't use their service but it is a solid backup source.
If you have Air Gestures enabled there is a possibility that you somehow told it to delete a contact just by having your hands close to the phone. That feature caused my phone to do things that I did not anticipate. I considered that an annoyance and turned it OFF and have not missed it as all.
Just a thought.