Are you sure it vanished?
It might be possible that you have clicked on Archive so it has disappeared from your inbox, or it still is in your Inbox but you have a different folder selected.
Check through your folders on the left.
If you still cannot find the game, who was your opponent? When did you complete the game?
It is also possible for a game to be deleted within the first few moves or so, but considering that you mentioned you finished the game, it should be still around.
EDIT: Oops, you mentioned it isn't in your archive. Anyway, as asked, who was your opponent and when did you complete it? I will do a search if you cannot find it.
Originally posted by Forest9You haven't finished any games today.
Thanks for the help. Finished it today (jan 16th. Can't remember the opponent! Oh dear
My guess is that you thought you'd checkmated an opponent, but didn't, so your game is probably sitting pretty in the My Games Page if you have a look for it.
D