Are you sure you were working on three separate FULL layers, and not three SUB-LAYERS? If sub-layers, then when you re-open the document you'll only see one full layer, with the arrow indicating the sub-layers which are still there. You can create new FULL layers and drag each sub-layer into it's own layer if you wish. Remember that in verion 10, all objects have their own sub-layer.
Bob
This sounds like some Action has been set to take over. What happens if you trash your AIPrefs file?
Bob
Sounds like you saved down to an earlier version