If you use OS X Lion, you might run into a problem where upon switching applications, entering Mission Control, or using other features of the OS that manage application windows, the collection of currently open windows for a program may disappear. If this happens, switching to the application or hiding and unhiding it does not reveal any windows, but if you check the Window menu in the application you will see that the windows are definitely active and recognized by the system as being available.
This bug may be with one of Lion's new window management features, such as either Autosave or Mission Control, which actively track and affect how an application positions and displays windows. Apparently some bug sets the windows to a hidden state, but luckily you can get the windows back by triggering their positions or active status by one of the following two approaches:
Select from the Window menu
The first option is to select the desired window from the Application's "Window" menu. Doing this will trigger the window to be brought to the front, and thereby alter its positioning settings and making it visible again. When you do this, the window may not show up in the expected location, and instead may be tucked to the side or at the bottom of the screen, so be sure to check around the edges of your screen for it. In addition, the window will likely be collapsed, so be sure to drag one of the edges to resize it properly again.
Quit and relaunch program
Quitting and relaunching the program will also trigger the window's positioning, and unlike selecting each window from the Window menu one at a time, should make all of them visible at once. Unfortunately, as with using the Window menu the windows will likely also be collapsed and consolidated in one location on the screen, so you will have to manually resize them.
If your program supports Apple's new "Autosave" features, then it will quit immediately, but if not then it will bring any unsaved application windows to the forefront and ask you whether or not to save your changes. Either way, your data should be saved.