Slashdot sends us to Tom Karpik who illustrates very plainly a significant bug in Leopard.  It turns out that if you are moving data to an SMB (Windows) Share and the connection to that share is lost, the data you are moving which hasn't already been copied is gone forever.  It isn't on the Mac and isn't on the Share. (Update - it turns out that this is true for a lot of shares - USB/Firewire etc - and has been the case in previous Mac OS's)

Tom does an excellent job of demonstrating why this happens - which is basically that Apple deletes the data as it is being copied. 

It is possible that this is due to the last minute changes in Time Machine which originally allowed users to set a Windows share to be the backup partition in Leopard Beta but in the final version was turned off.  Since this is a pretty significant bug and Apple is fairly good at quashing serious issues we'd expect the next update (10.5.1) to fix this.

Until this is updated, be extremely wary of moving data to SMB shares.