I've noticed for some time that changing zones, even going in/out of a dungeon, seems to cost stamina/magicka. It's really ridiculous on my DK toon where he can lose 40% of his magicka just walking into almost any dungeon.
He's currently running with about 2400 magicka points and when he enters most dungeons he drops to about 1400. I have to wait 10-15 seconds for his magicka to return before I can proceed.
I've also seen a lesser problem on my stamina heavy Nightblade where she lost 20% of her stamina entering most dungeons. I think it has to do with various bonuses from food, armor enchantments, etc. not properly being calculated when the new zone is entered.