Usually, this means your camera's ability to write to the card has gone bad, and you need to send it in for repair. Nikon will send it back with either "write module replaced" or "repaired internal system error". I had this happen to a camera of mine; it would take the pictures, and try to write them to the card, but fail each time.

It could also be a bad memory card, but the camera usually displays "CHA" on the top LCD when the memory card is bad, but your mileage may vary. I had a card slot that said every card was bad, and it displayed "CHA", refusing to even try to write to the card.