Going back to Stephen's original question, the keywords could have disappeared for a number of reasons - the most likely being that the originals were raws and he'd had been saving the metadata in the cache, not in xmp sidecar files.
As for the case of the missing keywords list, System Restore might well be the culprit since it would restore the user application folder to a previous state. The file itself is at:
C:\Documents and Settings\USERNAME\Application Data\Adobe\Bridge\Adobe Bridge Keywords.xml
It's XML so you can edit it with a text editor or xml editor (I recommend the free XMLSpy Home Edition or Microsoft's old XML Notepad if it's still around).
NB if you have Bridge 1.0.0 (you should upgrade ASAP), then the keywords file is Adobe Bridge Keywords.abdata and is binary.
John