Don't let the Keystore folder clear so easy!
This is not a bug, but just a very, very small request which probably can save lots of people.
Today I tried opening my Ethereum Wallet, which I haven't opened in the last weeks. After it promts that there is an update, I got some errors (geth wasn't starting, still don't know why, probably due a changed folder for the blockchain download). I wasn't able to get it running so I tried to update Ethereum Wallet to version 0.9.3. And after installation, it did start, so I was happy. It asked for a password, so I entered mine and hoped it would directly load my wallet. Yay!
Nope: what it did is create an new account, with a new address. In the same Keystore folder.
It seems that the software first removes all files in the Keystore folder AppData/Roaming/Ethereum/keystore and then puts the new one in.
I tried it again with a new installation and it seems that it really clears that folder.
Really? Why is it even clearing that folder?
At least it could just prompt you 'found something in the keystore folder, do you really want to delete this!?', right?
Yes, I know you should make backups of the keystore (and I thought I did so... still looking for it ). The application warns you for this. It's my own mistake, I understand. But I'm probably not the last one with this problem. And I'm guessing I'm also not the first one, see for example the (open) issues #3323, #2762 and #2719. It seems that these issues are related to my story: updating Ethereum Wallet results in lost of keystore file.
I'm now scanning my drive for removed files with Recuva btw, so if you got the same problem: please try that as fast as possible.
Edit: I was able to retrieve my wallet with Recuva!
Source: ethereum/mist