Since I'm lazy by nature :), when I create a new Project I don't save it right away.
So yesterday, I shut down my Mac and TextMate prompted me to Save the New Project, which I did. The project had about 15 or 20 tabs opened at the time.
This morning I start up TextMate but none of the previously opened files appeared. The project window was blank. I assume this is not expected behavior since all my other projects open with the files they closed with. I also had 2 other Projects visible at the time I shut down but likely it doesn't affect this bug.