How are they missing? Is the components marked as missing?
Have you moved the NGUI files from their default position?
It sounds like Unity loses the references to the classes, which I would normally attribute to meta files - but since it's free, I don't really know what can have gone wrong.
Do you have a version control system that removes certain files like dll's ? I know subversion doesn't pack .a files by default and that's screwed me over before. Maybe an antivirus is removing them for random reasons.
Regardless, this is not typical behavior, which suggests that it's something on your end. :S