When files “disappear” they are usually still on your computer and can often be recovered.
On the first day of National Cyber Security Awareness Month 2016, I posted a video that gave detail on what to do if your files go missing.
This is summarized in the cheat sheet and the Supplement to the cheat sheet. They can be downloaded here:
Data Recovery Cheat Sheet Supplement (contains more detail)
Here’s the video that is summarized in the above documents