My local scores are missing!
There are few possible causes for this:
You have recently reinstalled the game client.
Reinstalling the game client will automatically clear all of your local scores. The scores you have submitted online are still there, however - simply redownload any song that you have played before, and your score will reappear. If you are an osu!supporter, you can use the Ranked (Played) filter in osu!direct to find any beatmaps you may have submitted scores for in the past.
I have the songs, and I am certain I achieved a score on this map!
Are you sure you are set to the right game mode? A common cause of this problem arises from playing maps of another game mode, which then automatically set song selection to use that mode's scores until the mode is set back again. You can change the game mode by clicking the Mode button at the bottom left of the screen in song select - see this, and then selecting the appropriate mode that you submitted the score with.