If the document was on a USB stick that was removed without going through the safe-removal process, that could account for the loss. Because of the risk of data loss and document corruption (which regularly results in an entire document being destroyed), it's generally considered unwise to work on documents on USB sticks. Instead, you should copy the document to a local folder (e.g. to the Desktop), open, edit & save the copy, then copy it back to the USB stick afterwards. As a bonus, that process also means you'll have a backup (unless/until you delete the unwanted copy).

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]