Completely invisible or are they becoming white icons rather than the 3d models? If the latter, you're experiencing the tactical view, which lets you get a better view or things when you're zoomed out (the Tactical View Zoom Level slider in the options determines what zoom level it switches modes at).
If that's not the case, then please open your debug.err file in notepad, and copy/paste the contents into a post here. This will give us some technical information that can help troubleshoot your problem. The location you'll find the debug.err in varies depending on your game version:
Dread Lords, all versions:
C:\Program Files\Stardock\Totalgaming\GalCiv2
Dark Avatar 1.5-1.6 (non-Vista):
C:\Program Files\Stardock\Totalgaming\GalCiv2\DarkAvatar
Dark Avatar 1.6+(Windows Vista), 1.7+(non-Vista):
My Documents\My Games\GC2DarkAvatar
Twilight of the Arnor:
My Documents\My Games\GC2TwilightArnor
Be sure to copy the debug immediately after the error occurs; if you start the game again, the debug will be erased and recreated for the new session.