As long as your data is still there, you're fine. Even if the CPU crashes, your HDD should remain intact. The only thing you have to worry about when it comes to losing your data is physical damage to it where the vacumm seal is broken, or if the drive gets a stray charge. Its the other components of your computer you should be more worried about. If everyone works, be at ease. Just be a little more careful. If there was a conflict with your game and drivers/other processes you should have gotten a blue screen of death. But after thinking about this a little more, it might have been a loss of power. If everything is working alright, and always has, no thermal issues, a loss of power can be the only possibility. That wouldn't make you lose any saved data on your HD. A safe and rather inexpensive way to back up your computer is a USB external hard drive. But thats just my opinon, but we already know what you think about my opinon.
EDIT: There is also the possiblity that it was just a random fluke. It happens to all of us from time to time.
"Just because I'm sitting between you idiots doesn't mean I want to go skiing!"