If you go to you menu ingame & then replays, you should be able to see the replay again. I looked at a replay yesterday of a battle I played the day before. I believe a certain number of your last missions is kept in the memory, even if you don't save it.
War Thunder
Yeah, basicly as Vali said. My replays auto save if I switch it on in the settings. But if I do that, they also replace the replays that I've saved aka swapped names on. So now I have to manually save a replay in the stat board. An btw, it was 1 shot arcade xd