The most common cause of this symptom is that the configuration register has been set to ignore the startup config at boot time. What is the value of the config register on your router? It is displayed near the bottom of the output of show version.

I am guessing that it is set to something like 0x2142 (the 4 is the important digit for this discussion). If it is set that way you can put it back to normal using the command in global config: config-register 0x2102

HTH

Rick