Are you talking about FIeld Event Triggers? Here is one scenario where Field Event Trigger(s) disappear.
1. Create a trigger for field "Y".
2. Reload script and script completes without creating field "Y". That could be for several reasons such as an intentional EXIT SCRIPT, or pressing "OK" after a script error. In any case, if the script completes without field "Y", the trigger will be lost.
3. Reload the script with field "Y". The trigger will not reappear as it was lost in step 2.