This kind of thing often happens if the document was on a USB drive, due to the drive not being removed 'safely'. Outdated anti-virus software can allow virus attacks to do similar things on internal hard drives. Similar results can occur with documents
opened as email attachments - the changes are not saved back to the attachment, but to a temporary file that gets deleted when you close the email program.
Unless you can find the file via Windows Explorer, the best solution is to reload the file from a known good backup.
Cheers
Paul Edstein
[MS MVP - Word]