In certain parts of this forum, like the section
About this website, threads will also disappear if there are no new posts for some time. With My Stuff -> My Posts you can still find your posts in the threads that aren't displayed anymore, though, so they are not gone forever.
This, for example, is my last post in the "New forum software" thread; this thread currently doesn't show up in "About this website", but if anyone wrote a new post, it would reappear. It might work the same way on other websites.