[Cutlerbri]

Okay, I believe I know what's going on here. Or at least I now have a solution that is working for me.
When a musician sends me WAV files I've been importing them directly into new tracks in the session instead of importing them to the clip bin. The WAV file never really makes it into the Audio Files section of the session folder.
If you still have the WAV file on your desktop, PT can locate it and re-link to it. If you clean up your desktop and empty your trash, PT can't find it.

I guess the main thing here is to make sure the files you're importing actually make it into your Audio Files.