First, don't try to write anything on it now to avoid any bigger corruption and loss of more data.
Check your partitions with the sfscheck program, "sfscheck dh0:", "sfscheck dh1:", etc in the shell for example. If it tells any problems on any partition, I'd highly suggest you to backup your data for example to another partition if you have enough space, and re-format the problematic partition. And backup your own creations to some other media too. Then copy the stuff back.
Copy the files so that they preserve all attributes, for example with the Copy command and the CLONE option from the shell ("Copy dh0:#? dh1:backup/ ALL CLONE", for example).
Another issue which it could be, what do you have as the max transfer value on your partitions? It should be 0x1FE00 with CF cards, or otherwise bigger files can get corrupted.
For transferring data files to other devices you could use PCMCIA network card (with Network Boot Disk for example), PCMCIA-CF adapter with FAT formatted CF card, or putting your Amiga's card to a UAE system.
