One or both of the following applies:

• If you are using the HUD v4.13.00 and above, you get the message that one or more scripts are missing, and that SL's asset servers ate them.
• Open your Script Error window (Tools > Show Script Warning/Error Window). You see the following error:
  
  Missing inventory item (followed by missing script name).

This is an SL asset server issue (basically they lost the scripts). The bad news is, your HUD is now borked.

The good news is that you can get a fresh set, for free, at Lulu's Secret Warehouse by clicking the Update Switch and starting the update process.