Graphical Issue, Indoor textures turning black?Indoor graphics issuesDid you update your graphics drivers, before or after this started happening?
Are other DirectX games working?
Did you try un-installing the game and re-installing? Or just installing it again in a different folder? This doesn't seem like something cause by a corrupt or missing file, but it couldn't hurt to check (as long as you make sure you don't accidentally delete your saves).
The game displays a screenshot when loading a save and a static image in the background of the main menu.