The obvious question:
1) Does anyone else have access to your system (locally or remotely)?
As for where to look, I'd do a search for full or partial filenames that I know were in the folder. Search your entire system. I myself would use Windows Search, but some have issues with it, so you could downlod the free Everything
You may also want to check out this tutorial on the chance that they've somehow been marked as 'Hidden': Hidden Files and Folders - Show or Hide
Also, regular imaging of your HD is a good thing