Components disappearing

I can add a new light and save my project. Then I’ll go into Game view or run my game. Sometimes when I go back, its gone.
I’ll add a script to a dinosaur. I Build and run my app (and save) and voila - the script has disappeared.
I’ll add a player tag to my first person controller, go to ‘build and run’ and it instantly reverts back. Repeating a couple times saves it.
I add an empty game object, assign a script, go to game view - voila - gone when I go back.
I’ve noticed this odd disappearing behavior several times under different circumstances. It’s not consistent and I’m following what seems like sensible steps to add these items.

Any thoughts? Thanks!
Unity v 4.2.0f4

Are you adding stuff when running playmode? If so when you stop playmode everything reverts. It is so you can test things and not worry about wreaking your game.