*Some* Desktop Icons Keep Disappearing

Thanks KevinC. Had the same problem and I am confident it will go away.

IT WORKS!!! - in regards to KevinC's post:

One fix I have is to reset the IconCache. To do this:

1. Close all folder windows that are currently open.
2. Launch Task Manager
3. In the Process tab, right-click on the Explorer.exe process and select End Process.
4. Click the End process button when asked for confirmation.
5. From the File menu of Task Manager, select New Task (Run…)
6. Type CMD.EXE, and click OK
7. In the Command Prompt window, type the commands one by one and press ENTER after each command:
CD /d %userprofile%\AppData\Local
DEL IconCache.db /a
EXIT
8. In Task Manager, click File, select New Task (Run…)
9. Type EXPLORER.EXE, and click OK.

Or you could download (and keep handy) the batch file from this tutorial:
Icon Cache - Rebuild
That batch file does a bit more that the steps KevinC detailed.

I'm also sorry like anyone else above for replying when this is from 11 years ago but I just tweaked the bat file cosmetically a little bit

Code:

:: Created by: Shawn Brink
:: https://www.sevenforums.com
:: Tutorial:  https://www.sevenforums.com/tutorials/49819-icon-cache-rebuild.html
title Fix Vanishing Icons on Desktop
color 0f
cls @echo off
set iconcache=%localappdata%\IconCache.db

echo.
echo.
echo    The Explorer process must be killed to delete the Icon DB. 
echo.
echo    Please SAVE ALL OPEN WORK before continuing.
echo.
echo    Press any key to continue...
pause>nul
echo.
If exist "%iconcache%" goto delID
echo.
echo    Icon DB has already been deleted. 
echo.
echo    Press any key to continue...
pause>nul
exit /B

:delID
echo    Attempting to delete Icon DB...
echo.
ie4uinit.exe -ClearIconCache
taskkill /IM explorer.exe /F 
del "%iconcache%" /A
del "%localappdata%\Microsoft\Windows\Explorer\iconcache*" /A 
echo.
echo    Icon DB has been successfully deleted. Please "restart your PC" now to rebuild your icon cache.
echo.
echo    Press any key to continue...
start explorer.exe
pause>nul
exit /B