I had the same problem on my laptop running Windows 7 SP1. I was trying to save a file on an external hard drive (F:). I'd recently had a weird error where the Audacity sound editor couldn't open one of its ".au" files... and I also couldn't copy that file using Windows Explorer. That made me suspect disk errors.
I opened Windows Explorer, chose Properties, choose the Tools tab, and clicked on "Error checking". First I only checked the box "Automatically fix file system errors". Then I decided to re-run the check with "Scan for and attempt recovery of bad sectors". That found some problems, but re-running vim still gave the error. So, because vim was making its temporary files on the C: system drive, I did the same checks on the C: drive. It found more problems.
After all of these checks, vim is able to save files again.
By the way, I don't have the latest version of vim (which I'm using in a Cygwin terminal window). But if the latest version doesn't give more info than just "Fsync failed" -- for instance, errno information (translated into English or other spoken languages, not just the errno number) -- that would be nice!