A strange quirk noted at several customer sites recently - and apparently fairly widely reported - is users with Windows 8.1 or 10 experiencing their File Explorer windows disappearing in the middle of using their system.
The cause is due to newly introduced behaviour in Group Policy Preferences (GPP) for Drive Mappings. Prior to Windows 8.1, GPP Drive Mappings would only get added or updated at logon. Now, the preferences will apply whenever the Group Policy Background Refresh cycle occurs.
A side effect of this new behaviour is that any Drive Mappings that are configured with an action of Delete or Replace will cause File Explorer to disconnect the drive (and thus handles to any open files!) and then recreate the drive mapping. While it does this, it kills the actual opened window for any folders on that drive. It happens quickly, so many users don't notice any other symptoms except their File Explorer windows disappearing, along with occasional inability in open files.
While it's understandable why Microsoft implemented this improvement to allow on-the-fly changes to Drive Mappings, this is poor default behaviour and not obvious to users. Even a warning popup would be nice.
The trick to resolve? Make sure the only action for GPP Drive Mappings you use is Update. The good news is this action works in almost all scenarios, including if a user were to map the same drive letter to some other resource themselves (while at home, for example). In this instance, the GPP will override their mapping. Update also creates a new mapping if it doesn't exist before (which isn't clear from the name 'update')
Of note, this issue obviously only affects corporate users, as home users don't normally use Group Policy. If you're seeing this on a non-domain machine, let us know in the comments.
Side Note: Love the 1990s era WIndows XP UI that still exists in Group Policy, Microsoft