I noticed corruption of uploaded binary files.
WinSCP is configured to connect to an FTP server through a SOCKS 5 proxy. The proxy is putty (forwarded port D1080), compression is disabled.
edit: binary mode enabled, when overwriting the file it says old file size ~460kb, new file size ~511 kb .. looks like some bytes get lost somewhere
edit2: it also crashes when closing WinSCP, the windows dialog (that says that it crashed) pops up a couple of times!
I'm using the 4.1.2 beta, but the corruption also happened to me with the latest stable version.