OK here's an odd one that happened tonight.
I was working away building assemblies when one new assembly started to lose all the new parts added to it. The parts were in the file, but the feature manager showed empty. All the existing assembly files show the parts OK, just the newly created ones. I closed the file and reopened. No change. I restarted SolidWorks - no change. I restarted the machine - everything works fine!
This is on Windows 7 32 bit.
Update: I think I have sorted this. The key seems to be to right click on a component in the modelling window, and edit the component, then open it, save it, rebuild the assembly and the feature tree items appear.