[sasvari]

as far as I know, it's possible to apply for keeping your German citizenship when gaining the one of another country. you have to justify it with family relations or something like that. at least it's possible, but I don't know about the trouble you have with that ...

[trevi]

Indeed. You also keep your German or Austrian citizenship if you did not apply for the other citizenship (e.g. if someone was born from German parents in Australia).

In general different countries have (very) different sets of rules, see e.g. http://en.wikipedia.org/wiki/Multiple_citizenship