IPhone 4 Contacts Disappeared After Receiving Text Message
discussions.apple.com
discussions.apple.com
The last reported instance of this happening in the linked forum thread is August 25th, 2011. Does iOS 5 suffer from the same problem? If so, I'd expect there to be new posts in the thread.
FWIW, in my personal experience, I've rarely seen anything solved on the Apple discussion boards unless it's an extremely trivial issue. For e.g. I (and evidently many other people) have been struggling with getting with iTunes Home Sharing to work between a PC and an iPad, and the boards are filled with people asking around, and all 'solutions' have basically involved "have you tried turning it off and on again?" (which is a crapshoot).
But then again, the Nokia discussion boards are pretty much the same , so... shrug.