An extremely frustrating moment for me was when YUTorah had a bunch of shiurim from Spring 2010 that went missing, mostly in Bava Basra, but also many in Kesuvos (from R’ Aryeh Lebowitz).
Another frustrating moment that happened more recently was the fact that the daf yomi shiurim of R’ Shalom Rosner went missing on Project Sinai, although he tells me that they’re going to put them back up soon, IY”H.