We have recently had an issue where documents were mysteriously being wiped from SharePoint 2007. A user would be uploading the document via a mapped drive (to the document library), they would then have a look in sharePoint and see the document was there. It opened successfully and they sould see pages so they closed it down.
When the user returned to the document later on it was empty and had a size of 0kb.
We have now successfully found the cause of the issue and it was related to other users not being able to upload files greater than 28MB.
Other symptoms included a user working on a document whilst constantly saving to SharePoint, as the document grew in size it went above 28MB. the user was unaware of a problem until the closed the document and went back to it later to find it was 0KB or even missing.
There is a Knowledge Base article about the cause and solution here: http://support.microsoft.com/kb/944981
One thing that caused the investigation to be problematic was the user copying the document via drive mapping – they were not getting an error message to say the document had not uploaded correctly. If they had uploaded by the proper SharePoint method they would have had the error.