I've loaded a few thousand .44-40 cartridges, with smokeless and black powder, and capped with a lead bullet.
Never had one case collapse. But then, I take the time to guide the case and bullet into the die.
Some guys just place the bullet on the case and slam the case up into the die. This kind of ham-handed handloading will get you crumpled cases.
Another problem is failing to fully bell the .44-40 mouth. The bullet should be 1/8 inch into the case when it's belled.
I also load .45 Colt for my Ruger Blackhawk and a Colt 1st generation Single Action Army made in 1874 (the latter with black powder only). Never crumped a case reloading these, either.
About the only cases I've crumpled are .32 Long Colt and .38 Special but it hasn't been often.
From what I've observed, if you're crumpling cases: bell the case mouth a little more, slow down a bit, and guide the case and unseated bullet into the die with a little care.