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I've got a very similar anecdote.

Added songs to iTunes outside of the iTunes store, and months later went back to play the song but couldn't find it in iTunes.

The first few times I chucked it up to me being crazy and misremembering but by the third and fourth time I was sure I wasn't.

I started putting my iTunes directory in a git repo but that didn't highlight any files that got spontaneously deleted which made me wonder if they were really gone. I checked the filesystem and they were right there where they should be.

I'm glad to hear that it wasn't just me, for the longest time I though I messed something up because my friends who use the iTunes store almost exclusively had no such problem.

I'm still on the lookout for an acceptable iTunes replacement that is open source and that can talk to my newish iPod. (Smart playlists are a must)