When you move a game object with a NGUI component in it from the Hierarchy to the project window, for example to make a prefab of it. after it moves it creates a new UIRoot with a camera attached in the root of the Hierarchy. this new camera removes some of the attributes from the actual NGUI camera in the scene and all the sprites disappear. To fix you have to delete the stuff it added to the root and go fix your camera settings.
See picture for an example, tower was moved to resources folder and a root was added to the scene.
