Had you actually saved them as a set?
Note that this is boilerplate text.
If you give complete and detailed information about your setup and the issue at hand,
such as your platform (Mac or Win),
exact versions of your OS, of Photoshop (not just "CS6", but something like CS6v.13.0.6) and of Bridge,
your settings in Photoshop > Preference > Performance
the type of file you were working on,
machine specs, such as total installed RAM, scratch file HDs, total available HD space, video card specs, including total VRAM installed,
what troubleshooting steps you have taken so far,
what error message(s) you receive,
if having issues opening raw files also the exact camera make and model that generated them,
if you're having printing issues, indicate the exact make and model of your printer, paper size, image dimensions in pixels (so many pixels wide by so many pixels high). if going through a RIP, specify that too.
someone may be able to help you (not necessarily this poster).
a screen shot of your settings or of the image could be very helpful too.
Please read this FAQ for advice on how to ask your questions correctly for quicker and better answers:
You should save them out so if you do ever lose them (or want to use them on another computer) you can just load them. As for why they "disappear," it's because when you quit photoshop, it saves your preferences (including the actions in your actions palette). If you shut down your computer without properly quitting, it's possible that you've denied Photoshop the chance to properly save your preferences before the OS has forced it to shutdown. The same thing can happen if Photoshop or your computer crashes. Anything you added to the palette that session won't be saved, or the preferences file gets corrupted as it was trying to save but was interrupted.
So in short, always save your actions out to it's own file, and always properly "quit" Photoshop from Photoshop's menu.