An explanation is sent to the member who started the thread if their thread is removed. Also, a large number of homework questions have been being posted in the math and physics sections and are now being moved to the homework section without redirect arrows just because there are so many, it would clutter up the whole page and still make it impossible to find the other discussion topics in those forums. There are "sticky" threads in both forums indicating this so folks know to look in homework help for their homework help.
Threads that do not conform to PF guidelines, such as spam, overly speculative posts, etc., are deleted. But, the original poster is notified on those (and in the case of overly speculative posts, given an invitation to reformat their post and submit it to the moderated Independent Research forum...if you post there, your thread disappears into a moderation queue pending approval...if it isn't approved, you're notified of the reasons why).
If a thread disappears and you really don't know why, you can send a private message to one of the mentors, and they can look into the reasons (there has also been the occassional glitch in the forum, or someone thinks they hit reply and for some reason, their reply didn't get sent, in which case it's nobody's fault, just an unfortunate glitch).
Or, as moose pointed out, sometimes an inactive thread just slips off the first page when other threads are receiving more activity. You can use the search function to find it, or if you yourself replied to it, click on your username next to any post, then in the drop-down menu, click on "view more posts by..." and that will take you to a list of your recent posts where you can look for the one that you can't find.