For people here who play Rome Total War, I have been having this issue recently. After I finish a turn and click the end turn button the game crashes and goes back to the desktop, no error messages or anything of the sort appear. The game is up to date, and my drivers are as well. Here are my specs for reference.

Pentium 4@ 2.6 Ghz
512 (2X256) PC 2700
Radeon 9600 (Plain)
40 GB master HD
10 GB storage HD
Sound Blaster 24 bit 7.1
DVDRW/CDRW combo drive
CDRW Drive

The game worked rather well until just recently. I have checked for spy wear and ran virus scans. I do have it installed on my storage hard drive which is the F Drive.. could this effect anything? I also googled the issue but all I found were things for barbian invasion and problems nonrelated to my own.

Do you know the total watt output on your Power Supply Unit?
Have you installed any recent hardware?
I ask these because it looks like your system requires a bit of juice and if you're running it with a 300W Power Supply, then perhaps everything isn't getting enough energy to it.
I only state this because I had the exact same problem with Battlefield 2. I'd get into a game and play for a while, but then the game would suddenly just shut off back to the desktop. It was weird.
I just received a new Power Supply, 430W and I haven't seen it do that once. Of course, I also bought a new motherboard and AMD Athlon 64 3200+ processor whereas I had before an Athlon XP 1700+, quite a bit of an upgrade, but I can't see as to how these could affect a game crashing.

My RTW has also been crashing lately. I get no error message, but in the eventviewer I get the following errors at the time of the crash:

Event Type: Error
Event Source:
Event Category: None
Event ID: 0
Date: 1/21/2006
Time: 3:01:50 PM
User: N/A
Computer: WERNER
Description:
The description for Event ID ( 0 ) in Source ( ) cannot be found. The local computer may not have the necessary registry information or message DLL files to display messages from a remote computer. You may be able to use the /AUXSOURCE= flag to retrieve this description; see Help and Support for details. The following information is part of the event: 7.
Data:
0000: 72886771 75cab92b 7a816fca 7dc2b14c
0010: 62997779 65daa9ab 6a917e2b 6dd2a1a3
0020: 52a94746 55ea999b 5aa14f4e 5de29193
0030: 42b95756 45fa898b 4ab15f5e 4df28183
0040: 32c92726 358af9fb 3ac12f2e 3d82f1f3
0050: 22d93736 259ae9eb 2ad13f3e 2d92e1e3
0060: 12e90706 15aad9db 1ae10f0e 1da2d1d3
0070: 02f91716 05bac9cb 0af11f1e 0db2c1c3
0080: f209e7e6 f54a393b fa01efee fd423133
0090: e219f7cd e55a2908 ea11ffdd fc8d87a3
00a0: d229c7c2 d56a191b dc8a5c66 da631143
00b0: c2285202 c56b8c97 cadae04e cd720118
00c0: b269a5a0 b51bfc0f ba41af8d 4bb9a571
00d0: c43d4ab6 53a1bd69 cc3542be 5ba9b561
00e0: f40d7a86 63918d59 fc05728e 6b998551
00f0: e41d6a96 73819d49 ec15629e 7b899541
0100: 14ed9a66 83716db9 1ce5926e 8b7965b1
0110: 04fd8a76 93617da9 0cf5827e 9b6975a1
0120: 34cdba46 a3514d99 3cc5b24e ab594591
0130: 24ddaa56 b3415d89 2cd5a25e bb495581
0140: 54adda26 c3312df9 5ca5d22e cb3925f1
0150: 44bdca36 d3213de9 4cb5c23e db2935e1
0160: 748dfa06 e3110dd9 7c85f20e eb1905d1
0170: 649dea16 f3011dc9 6c95e21e fb0915c1
0180: 946d1ae6 03f1ed39 9c6512ee 0bf9e531
0190: 847d0af6 13e1fd29 8c7502fe 1be9f521
01a0: b44d3ac6 23d1cd19 bc4532ce 2bd9c511
01b0: a45d2ad6 33c1dd09 ac5522de 3bc9d501
01c0: d42d5aa6 43b1ad79 dc2552ae 4bb9a571
01d0: c43d4ab6 53a1bd69 cc3542be 5ba9b561
01e0: f40d7a86 63918d59 fc05728e 6b998551
01f0: e41d6a96 73819d49 ec15629e 7b899541
0200: 14ed9a66 83716db9 1ce5926e 8b7965b1
0210: 04fd8a76 93617da9 0cf5827e 9b6975a1
0220: 34cdba46 a3514d99 3cc5b24e ab594591
0230: 24ddaa56 b3415d89 2cd5a25e bb495581
0240: 54adda26 c3312df9 5ca5d22e cb3925f1
0250: 44bdca36 d3213de9 4cb5c23e db2935e1
0260: 748dfa06 e3110dd9 7c85f20e eb1905d1
0270: 649dea16 f3011dc9 6c95e21e fb0915c1
0280: 946d1ae6 03f1ed39 9c6512ee 0bf9e531
0290: 847d0af6 13e1fd29 8c7502fe 1be9f521
02a0: b44d3ac6 23d1cd19 bc4532ce 2bd9c511
02b0: a45d2ad6 33c1dd09 ac5522de 3bc9d501
02c0: d42d5aa6 43b1ad79 dc2552ae

And this one:

Event Type: Error
Event Source:
Event Category: None
Event ID: 0
Date: 1/21/2006
Time: 3:01:50 PM
User: N/A
Computer: WERNER
Description:
The description for Event ID ( 0 ) in Source ( ) cannot be found. The local computer may not have the necessary registry information or message DLL files to display messages from a remote computer. You may be able to use the /AUXSOURCE= flag to retrieve this description; see Help and Support for details. The following information is part of the event: 6.
Data:
0000: 2ad13f3f 2d92e8cf 22d93e06 e59ae9ee
0010: 3ac12f2e 3d82f1f3 322218b6 358af9f9
0020: 0af11f1e 0db2c1c3 02f92716 05bac9d7
0030: 1be1026a 1db3537b 12ed2306 15aad9db
0040: 6a907f41 6cd3a033 910a7e06 e7e933db
0050: 891264a2 8585128d 8ac18ad6 75cab9bb

Rome Total War has been running fine without any problems for about 7 months, and suddenly this happened.

I have no idea what to do, tried re-installing, but didn't help.

Erm, Thanks for the responses! I got it fixed on my own though, I had to start a new game, I believe it was because the game I was playing was created on the orginal version before all the updating.