Ufo: Ennemy unknown was known back in the days to crash randomly like that. I don't know why, might have something to do with pc configuration or simply bugs hidden deep into the code...
Anyways, there is a very easy way to solve your problem: save often and save early. Use multiple save spots, one for each important action you do (like, save everytime you begin a mission, save everytime your Skyranger return to base from a mission, and save them separatly on their own save spot). Once I learned to always save before beginning a mission and always save after the mission was done, there wasn't much grief about a few hours gamewise spent on superfast waiting for the next UFO to appear and get shot down...
Also, I clearly remember a bug which made your game crash in the Geoscape mode. It happens when you have chasing intercepting aircrafts minimized and waiting for orders and you get your skyranger to the mission site before the interceptors end their encounter. This is very easy to do without realizing it if you send a Skyranger to a mission then spot an UFO and decide to intercept it. If it's a big model, you'll usually want to have as many Interceptors on the target at the same time to maximize your chance of downing it while minimizing the risks of losing a plane in the fight, which can easily result in having one or two Interceptors waiting behind the UFO for the third/fourth Interceptor to catch back to them. The danger is there: if the Skyranger land, there is a big chance that your game will crash before or after the mission.
Since that in UFO: Ennemy Unknown you have full control over all your aircrafts... It's pretty easy to avoid once you know about it. Just put your Skyranger on hold next to the mission site and wait for the Interceptors to do their job.
