Why is my computer shutting down?

For the past two nights, my iMac has randomly completely shut down. I set it to sleep before going to bed. When I woke up, it was shut down. And the weird thing is that it was shut down, and when it started up, no applications or anything were open. Generally, I'll shut down and it keeps everything open and running, then when I turn it back on, everything is where it was. I don't know if I lost documents or anything... or everything. I've never seen this before since getting Lion.
I checked my energy saver schedule... I had it set to SLEEP at midnight. But it is never set to shut down or start up. And even if it was, why are all the apps closing when it shuts down?
Any help would be great. I don't want to lose things or destroy my hard drive with these weird hard shut downs.

I did the SMC thing. I zapped the PRAM. I still can't figure out why or when it's shutting down. I went to bed last night after midnight. I came down this morning at 8:30 a.m. and it was off.
Took forever to start up... all the windows came back (I found that that option had been unchecked... so I fixed that part of the problem), but the computer shouldn't be randomly shutting down.

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