Version:            (using KDE 4.3.0)
Installed from:    Gentoo Packages

When moving a file tree across file systems, files with characters that invalid in the the destination system are lost.  Note that this was observed in dolphin, but is likely a bug in a kdelibs move routine.

To replicate this bug, create the following file tree in an ext3 (or similarly permissive file system):
a/34:2342
a/111
b/5
b/6?24

and cut+paste the directories to at FAT file system.  You'll get "could not write..."; choose Auto Skip.  Though the files with the illegal chars will not be copied, the original directories will be removed, and the files will be lost.

There are some oddities here, because the last file is invalid:  Moving both directories and choosing "Skip" (not "Auto Skip") prevents the loss.  Perhaps because the dialog only offers "Cancel"?  Adding "b/z" will cause data loss regardless of your Skip/AutoSkip choice.