OK, people.
You need to go into Customise and scroll down to Other Options.
At the bottom of that section, there's a tickbox to Display All Topics. You need to have a Yes there (unless, of course, you don't want to see them all).
Then look up two lines. Have you selected Yes to Put "hide" link on Active Conversations?
If you have, that's fine (and it's darn handy!) but it is really easy to click accidentally on the 'hide' link in Active Convos. So, if you ever can't find a thread, it's worth checking you haven't hidden it by mistake.
To check for hidden threads, you need to go to Customise and scroll down to Ignore Topics In Active Conversations.
Hit the 'here' link and then when you get through to the next page, scroll right down to Thread Exclusions. If you'd hidden anything, you'll see it there.