Most likely, you were out of hard drive storage space and the DVR automatically deleted the oldest recorded shows. Shows are only kept until more room is needed, however you can protect shows from deletion from the Recorded TV category.
When you schedule a new show to record, your DVR will check to make sure there is enough room on your hard drive. If it does not have enough room for the new recording, you'll receive a message that when the new show airs, some recordings may be deleted in order to make room for the new show. If all of your current recordings are protected against deletion, you'll get a message that your show may not be recorded.