Just to amplify the point made by AWK, the chemical environment that can change the chemical shift of a proton includes quite a few things, especially for exchangeable protons.
So, your initial comment about the sample being wet is quite possibly relevant: changing the concentration of water in a sample can change chemical shifts of OH, NH and related protons significantly (say we are talking about a sample in a deuterated organic solvent where either the solvent or the compound is wet).
Along these same lines, some NMR spectra are quite dependent on concentration of the compound being analyzed: molecules can interact (think of the various ways) and these intermolecular effects can alter chemical shifts and line widths (can you think of why?).
Also, while the signal of protons can't literally disappear, because the protons are not removed or destroyed during the NMR experiment, the signal can seem to disappear as follows: if you add D2O to a sample, the protons from exchangeable sites may end up contributing to the intensity of a large HOD peak (water with one deuterium). So, the integrated intensity of the protons moves from one place to another not only because chemical shifts are dependent on the environment, but because the protons can be "washed out" of some sites with deuterium. Alcohol or carboxylic OH groups and amine or amide NH's are examples of functional groups that will exchange in this manner. This exchange is time dependent: some exchanges can be very fast (done by the time you take the spectrum) while others can be very slow (and you can watch the loss of intensity from certain peaks as a function of time over hours or days). You might want to suggest examples of fast and slow exchanging groups.
If the HOD peak is too large relative to your other peaks, which is common if one adds too much D2O, you can't expect to detect the changes in HOD intensity because they may be insignificant vs. the overall intensity of HOD. This can be just an effect of the % error associated with integrated proton NMR intensities. So this situation can seem to involve disappearing protons, but they really just moved and may have done so in a way that isn't numerically obvious from integration values.