They aren't guaranteed to appear, from http://support.google.com/webmasters/bin/answer.py?hl=en&answer=47334:
We only show sitelinks for results when we think they'll be useful to the user. If the structure of your site doesn't allow our algorithms to find good sitelinks, or we don't think that the sitelinks for your site are relevant for the user's query, we won't show them.
At the moment, sitelinks are automated. We're always working to improve our sitelinks algorithms, and we may incorporate webmaster input in the future. There are best practices you can follow, however, to improve the quality of your sitelinks. For example, for your site's internal links, make sure you use anchor text and alt
text that's informative, compact, and avoids repetition.
I realise that doesn't tell you why you previously had sitelinks and no longer do, but hopefully there's some info there that helps.