1. "Oops". One can hit the delete key and delete them.
2. SPYWARE. Some spyware out there is not only deleting menu items, but add/remove programs. Such is usually badly coded and may wipe out all entries.
If you are not actively keeping SPYWARE off your machine and use nothing but Internet Explorer, then I suspect number 2.
-> How to recover.
a. System Restore to when it was ok. But Spyware can do it in again.
b. Make menus and start putting the shortcuts back in as you need them.
What would cause most, but not all, links to my program files (Start|Programs) to disappear? How do I restore this list?
XP Pro w/ SP2 on a ThinkPad