I think we have an issue when the phone runs out of memory it doesn't save to the roll. We'll fix this in the next version. We sincerely apologize for the inconvenience right now.
Good news is that our web interface will allow you to fetch your photos soon -- so don't worry, they haven't been lost forever.
If you want to keep originals, go into your settings app on the iphone and click instagram. You'll see the option to save originals there -- that should work, though they won't be the filtered versions.
Again, sorry for the inconvenience, we're working on it! Thanks for hanging with us!