I've finished investigating complaints about people losing money in the auction house and found a problem that can result in loss of credits. We will be patching in a fix server side and later client side to address this problem, but until then here's how you can avoid losing your hard earned credits.
1) Don't bid again immediately if you receive a failed transaction after bidding. Technically, the transaction might have not failed and if you bid again, you might be outbidding yourself and therein lies the problem, we only retreive your last auction bid payment to return to you, and you technically would have two outstanding bids on the same item.
2) After a failed bid transaction, wait a short bit and check to see if your transaction did indeed go through, you'd be listed as the high bidder if the transaction actually succeeded. You might want to re-search for the item you just bid on to ensure the data is refreshed and current; or back out of the auction house and re-enter and check your MyBids tab for the item and it's highbidder status.
In addition, Che will be resonding to this and other issues in his report later today. We're very sorry for any inconvenience caused.
Note: This does not include lost cars in the auction house, only money. I'm still investigating these reports.