I had the same problem. But i dont use controllers with pc games. Anywho, check out
www.rockstargames.com or it might even be
www.rockstargamesnorth.com Check either of those out, if i remember correctly they had a mini patch to fix it.
Or you could have saved in a glitch, which is quite possible. Look on Rockstars website and see if they have any other users complaining about glitches similar to yours. g'luck