When the last row in the table is selected, 
removing another row may deselect the selected one

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import javax.swing.*;
import javax.swing.table.DefaultTableModel;

public class TableSortingBug {

    private static void createGui() {
        DefaultTableModel model = new DefaultTableModel(10, 1);
        JTable table = new JTable(model);
        // install a rowSorter
        table.setAutoCreateRowSorter(true);
        int last = table.getRowCount() - 1;
        // select that last row
        table.setRowSelectionInterval(last, last);
        //sanity: really selected
        if (!table.getSelectionModel().isSelectedIndex(last)) {
            throw new RuntimeException();
        }
        // remove the second last
        model.removeRow(last - 1);
        if (table.getRowCount() - 1 != table.getSelectedRow()) {
            throw new RuntimeException("last row must be still selected");
        }
    }
    
    public static void main(String[] args) throws Exception {
        SwingUtilities.invokeAndWait(new Runnable() {
            public void run() {
                TableSortingBug.createGui();
            }
        });
    }
}

Reproducible with the latest JDK 6 and 7