Files created while roaming are deleted after logon to network

I have inherited a few Windows 7 Pro and Windows 8 Pro laptops which belong to a Windows SBS 2003 domain. It has been brought to my attention that some users are creating files while roaming (perhaps overnight at their hotel) but when they logon to the local network, their newly created files are gone from their laptop and don't show in their profile folder on the server.

As roaming clients are fairly new to me, can anyone suggest what to look for - any group policies which would exhibit this beahviour?

Thanks!