Master master = new Master();
master.IdMaster = 3;
Slave slave = new Slave();
slave.IdSlave = 0;
Other other = new Other();
other.IdOther = 0;

master.SlaveSet = new Iesi.Collections.HashedSet();
master.SlaveSet.Add(slave);
slave.Master = master;

other.SlaveSet = new Iesi.Collections.HashedSet();
other.SlaveSet.Add(slave);
slave.Other = other;

object returnObject = session.SaveOrUpdateCopy(master);

DEBUG NHibernate.Engine.Cascades [(null)] <(null)> - processing cascades for: MasterSlave.Master
DEBUG NHibernate.Engine.Cascades [(null)] <(null)> - cascading to collection: MasterSlave.Master.SlaveSet
DEBUG NHibernate.Engine.Cascades [(null)] <(null)> - cascading to Copy()
DEBUG NHibernate.Engine.Cascades [(null)] <(null)> - unsaved-value: 0
DEBUG NHibernate.Impl.SessionImpl [(null)] <(null)> - saving [MasterSlave.Slave#<null>]
DEBUG NHibernate.Impl.SessionImpl [(null)] <(null)> - executing insertions
DEBUG NHibernate.Engine.Cascades [(null)] <(null)> - processing cascades for: MasterSlave.Slave
DEBUG NHibernate.Engine.Cascades [(null)] <(null)> - cascading to Copy()
DEBUG NHibernate.Engine.Cascades [(null)] <(null)> - unsaved-value: 0
DEBUG NHibernate.Impl.SessionImpl [(null)] <(null)> - saving [MasterSlave.Other#<null>]
DEBUG NHibernate.Impl.SessionImpl [(null)] <(null)> - executing insertions
DEBUG NHibernate.Impl.WrapVisitor [(null)] <(null)> - Wrapped collection in role: MasterSlave.Other.SlaveSet
DEBUG NHibernate.Persister.EntityPersister [(null)] <(null)> - Inserting entity: MasterSlave.Other (native id)
DEBUG NHibernate.Impl.BatcherImpl [(null)] <(null)> - Opened new IDbCommand, open IDbCommands :1
DEBUG NHibernate.Impl.BatcherImpl [(null)] <(null)> - Building an IDbCommand object for the SqlString: INSERT INTO Other (Description) VALUES (:Description); select SCOPE_IDENTITY()
DEBUG NHibernate.Persister.EntityPersister [(null)] <(null)> - Dehydrating entity: [MasterSlave.Other#<null>]
DEBUG NHibernate.Type.NullableType [(null)] <(null)> - binding '(New) Other Description' to parameter: 0
DEBUG NHibernate.SQL [(null)] <(null)> - INSERT INTO Other (Description) VALUES (@p0); select SCOPE_IDENTITY()
DEBUG NHibernate.Impl.BatcherImpl [(null)] <(null)> - Opened Reader, open Readers :1
DEBUG NHibernate.Persister.AbstractEntityPersister [(null)] <(null)> - Natively generated identity: 24
DEBUG NHibernate.Driver.NHybridDataReader [(null)] <(null)> - running NHybridDataReader.Dispose()
DEBUG NHibernate.Impl.BatcherImpl [(null)] <(null)> - Closed Reader, open Readers :0
DEBUG NHibernate.Impl.BatcherImpl [(null)] <(null)> - Closed IDbCommand, open IDbCommands :0
ERROR NHibernate.AssertionFailure [(null)] <(null)> - An AssertionFailure occured - this may indicate a bug in NHibernate
NHibernate.AssertionFailure: cannot cache a reference to an object with a null id: Slave
DEBUG NHibernate.Util.ADOExceptionReporter [(null)] <(null)> - Could not save object

<hibernate-mapping xmlns="urn:nhibernate-mapping-2.0">
   <class name="MasterSlave.Master, MasterSlave" table="Master">
      <id
         column="IdMaster"
         name="IdMaster"
         type="integer"
         unsaved-value="0">
         <generator class="native" />
      </id>
      <property
         column="Description"
         name="Description"
         not-null="false"
         type="string"/>
      <set
         inverse="true"
         lazy="true"
         name="SlaveSet"
         cascade="all-delete-orphan">
         <key column="FkMaster" />
         <one-to-many class="MasterSlave.Slave, MasterSlave" />
      </set>
   </class>
</hibernate-mapping>

<hibernate-mapping xmlns="urn:nhibernate-mapping-2.0">
   <class name="MasterSlave.Slave, MasterSlave" table="Slave">
      <id
         column="IdSlave"
         name="IdSlave"
         type="integer"
         unsaved-value="0">
         <generator class="native" />
      </id>
      <property
         column="Description"
         name="Description"
         not-null="false"
         type="string"/>
      <many-to-one
         class="MasterSlave.Master, MasterSlave"
         name="Master"
         not-null="true">
         <column name="FkMaster"/>
      </many-to-one>
      <many-to-one
         class="MasterSlave.Other, MasterSlave"
         name="Other"
         not-null="true"
         cascade="all-delete-orphan">
         <column name="FkOther"/>
      </many-to-one>
   </class>
</hibernate-mapping>

<hibernate-mapping xmlns="urn:nhibernate-mapping-2.0">
   <class name="MasterSlave.Other, MasterSlave" table="Other">
      <id
         column="IdOther"
         name="IdOther"
         type="integer"
         unsaved-value="0">
         <generator class="native" />
      </id>
      <property
         column="Description"
         name="Description"
         not-null="false"
         type="string"/>
      <set
         inverse="true"
         lazy="true"
         name="SlaveSet">
         <key column="FkOther"/>
         <one-to-many class="MasterSlave.Slave, MasterSlave"/>
      </set>
   </class>
</hibernate-mapping>

if (entity is Slave)
{
   Slave slave = (Slave) entity;
   if (slave.Other.SlaveSet.Count<2)
      _session.Delete(slave.Other);
}