That is so weird. I just experienced the exact same thing, albeit on a Mac.
Before it happened, I was using the SFTP upload plugin to sync a local project folder to a remote one. I accidentally closed Sublime while it was working, and every time I'd open it again afterwards, I'd get all kinds of different graphics glitches (and, upon inspection, yes, all the PNG files are missing from my theme).
Were you doing anything particular before it happened? Perhaps using the SFTP plugin, too?
PS: How the fudge do you subscribe to a topic? The FAQ reads, "To subscribe to a topic, reply to the topic with the subscribe checkbox checked or click the “Subscribe topic” link within the topic itself.", neither of which exist.
EDIT: Actually, all kinds of other files were missing too. The SFTP plugin, for instance, was also broken, and sublimelinter. I had to restore my "~/Library/Application Support/Sublime Text 2/" folder from backup to get it back on track. Not sure if this was cause by the SFTP plugin or Sublime itself, but the latter kinda makes more sense...