If you have received an email and one or more of its attachments have been removed or renamed, it might be a result of Attachment Filtering.
You can inspect the filtering rules by going to Administration Settings → Settings → Attachment Processing → Filtering
One common scenario is where dates or other bits of information are included in the filename and separated by dots. This could potentially trigger the following rule:
*.???.???
The rule detects a filename that ends in a dot, followed by three characters, followed by another dot, then three more characters. It is designed to prevent a common trick, where filenames are given a pretend extension, in front of the actual one. The trick is designed to make a recipient think a potentially malicious program is just a typical document. Anyone who is unfamiliar with the way filename extensions work in Windows may mistake that file.doc.exe is a Word document and run it.
Unfortunately, this also means that some legitimate files may be filtered. For example: a file named file2011.may.doc would look suspicious and therefore be filtered, according to that rule.
If your attachments are being filtered, there are a few options: