I just fought this issue for way longer than I care to admit. Long story short, someone had gained admin access to the domain controller and put the Domain Users group in to the Domain Guests group. So every user was being treated as a guest on their own PCs. Windows apparently doesn't keep guest user profiles.
I could see in the EventVwr that each user profile was being programmatically deleted as the users logged off, but the only corresponding entry was the user logoff event itself. I just happened to stumble across an article talking about putting the Domain Users group inside the PC's local Guests group and thought "HHhhhmmmm... could it be?"