From Dustin Graham, Thu Oct 6 11:31:08 2005
MS Windows does store My Documents on userhost (seen as U: under My Computer).
They are cached locally, however, while the user is logged on. This is part of the "loading profile" and "saving settings" roaming profiles nonsense that makes it take so long to log in and out. This file would have been on C: while the user was editing it, and failure (e.g. a write failure) before or during logout and resynchronization of the userhost copy of My Documents could have lost it.