It is my understanding that when materials for eg, are not attached to an object and you save the blend file - the materials are gone when you re-open the file?
How can you keep your materials - even when they are not attached to an object ?
Click the F icon:
This adds a fake user which acts like an object using the material, preventing it from being deleted.
See the reference manual page on the topic.
For everyone still wondering, like I did today, the 'F' icon was now changed to a shield icon and turns white with a checkmark when enabled.