We upgrade recently from 4.5.8 to 4.6.6 on our CiviCRM instances.
After that we note that some smart groups become empty. An example as proof:
Smart group has been emptied:
Event type = Centre Obert ...and...
Start Date - greater than or equal to "september 12th, 2013 12:00 AM" ...and...
End Date - less than or equal to "juny 20th, 2014 11:59 PM" ...and...
Participant Status ID is Inscrit ...and...
Participant Role is 1
NOTE: Cleaning caches and rebuilding smart groups has not worked.