These are misplaced footage elements. For some reason Ae has lost the link to the files. Look in the project window and click twice on any one of the missing footage elements and you will be asked to find which file to link back to. If you did not change the file structure or file names, all the files will be back in Ae Once you find the file.
After Effects (and Premiere Pro, and even Illustrator and In Design and a lot more programs) do not include a copy of the footage in the project file, but instead include a link to the footage (assets) that you use in the project. In After Effects and Premiere Pro you cannot embed the original footage in the project file. It's not possible or practical. I'm working on a project right now that has 1.8 TB of footage. Can you imagine now long it would take to save a project file if it included the footage?
If you change directory structure, move files, move your project file or anything else that breaks the links to the footage then you get the color bars to warn you that the footage cannot be found. If you are going to work in video it is incredibly important that you establish a solid fine naming and directory structure workflow. That is as important as any other part of the process.
As Roei said, if you just moved a folder or renamed it AE can usually fine all of the original footage by simply locating the first missing file. If you have deleted the footage then you are out of luck.