Check to see if the backgrounds are still inside the song's folder. osu! shouldn't randomly delete these files, so if they are missing, check your recycling bin. If they aren't there, you may have accidentally completely deleted them yourself, or there is another program on your computer doing so.
Assuming they are still in the correct folders, close osu!, move the file "osu!.db" outside of your osu! folder, restart and hit play>solo. You should see all of your maps starting to process. If you don't, hit F5.
-Youko wrote:
try restarting it if it helps. although this will corrupt your data base and lose local replays.
I don't really know what this suggestion means, so it's probably confusing for others too. If "it" is referring to the game or your computer, that's a valid thing to restart, but I fail to see how that will corrupt or delete anything.