I recently noticed that one of my comments is missing.
I am using that term as there is no trace of it anywhere. No moderator message, no action history and no indication of any sort regarding the same.
I would also like to add that the comment was in no way violating the terms of UX StackExchange and was perfectly civilized with no foul language of any sort. Also, it have two upvotes (not that it matters)
I have come across a thread that mentioned that there should be an indication that a comment was deleted as breaks the context. Even if that hasn't been done, the user who posts the comment should be aware that his/her comment has been edited/deleted.