There was a post From Sanford K. in another forum about a lost window when removing a monitor from a dual monitor/laptop external monitor setup.
It seems if you have a window in an external monitor and shut the machine down and then restart with the monitor removed,
the window doesn't show on the main screen due to OSX thinking the monitor is still attached.

Here is an Applescript I found a while back that remedies this.
link

Here is a tutorial movie I put together on how to use this script:
tutorial movie