Any ideas?

Event Viewer doesn't show anything useful, just that the previous PC shutdown was 'unexpected'.

It wasn't an instantaneous power failure, I noticed it appeared to be doing something (TF2 stopped being the dominant window, as though something else had opened), right before it shut down.

Did your power cable come loose?

Auto updates?

If the power cable was loose, surely I wouldn't have been able to boot it back up? Also, wouldn't it have died instantly?

Auto-updates for Windows are disabled.

Yeah, loose power cable would have been a cut to black kind of situation.

So it turned off normally without warning? Were you installing anything at all?

Did you get the shutting down messages or did it skip that part?

It skipped it.

The only time I've known that happen is when the GPU overheats and the PC is turning itself on to stop itself melting.

It's possible, is there any way I can find out if this was the case? I was running TF2 at the time.