I've seen this happen on occasion and it's the one thing that really pisses me off about Spotify. I expect music that's in my playlists to actually be there when I want to play it. I pay for it, it's legal and it earns the labels more than the thousands of people who use Pirate Bay. When they yank the music I listen to, away from Spotify it makes me want to fire up my BitTorrent-client again.