Is it the database that's gone or is it the database server? For instance for my sites my database server is something like mysql.somedomainofmine.org and the database that wordpress uses on that server is named something like somedomainofmine_wordpress.
Under "Goodies" in the control panel you should see the (virtual) database server names that you set up and the actual databases that are set up on your mysql server. You should see the database you had originally set up.
Some possible things that could be wrong are:
1. WordPress has "lost" your database settings (name of the server or name of the database).
2. Your virtual server name has "disappeared".
3. Your database has disappeared.
4. Uh, something else could be wrong, but let's see if it's one of those top three.
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