I have been using Photoshop for several years and have never, ever had this issue come up. In fact, I'm sure it's just something I did on accident in some kind of settings and can't find again. When I attempt to convert any other type (rgb, grayscale, index, etc) to cmyk the image disappears. If I drag or copy an image from an rgb to a cmyk I have open it shows up as a white square. I'm sure someone out there has had this problem before, it seems so strange and accidental. If anyone can help me out on finding what it is I clicked and didn't mean to that would be awesome.
You don't include much detail, but if you are using Image > Mode to change to CMYK, it will pick up the default CMYK profile specified in Color Settings. If it's not a legitimate CMYK profile, then may be the cause of your problem.
If it's not this simple, more info as to your system, configuration, settings, etc. might help.
Does this happen with one specific image file or does it apply to all image files in your library? I have never experienced anything such as you describe but it sounds more like a bad image file not a Photoshop glitch. Give details of your file type and the steps you made and someone may be able to help you.