Whether it's due to an actor suddenly becoming unavailable or a hated character getting scrapped, TV shows will often find themselves needing to quickly explain why a character is no longer there. Sometimes, thought, the writers just won't bother.
Instead of a character being abruptly killed off or accepting a job somewhere far away, occasionally they will just vanish without explanation and never appear again. This is known as Chuck Cunningham Syndrome, named after Ritchie's brother on Happy Days who infamously went upstairs one episode and never came back down.
It's not just that these characters will vanish, it's that everyone else will act like they never existed (after Chuck vanished Ritchie was said to only have a sister)..
They'll be conspicuously absent from any flashbacks and, in conversation, other characters will never do anything more than mention their name. Certainly, no one will ever say what actually happened to them. Most of the time though, these characters will just be completely wiped from continuity.
Kate Lockley was a recurring character in the first two seasons of the Buffy spin-off (which started in 1999. Who else feels old?) before disappearing completely.
Kate was a detective and Angel's contact in the LAPD. She teamed up with the vampiric PI to solve numerous cases and served as both a love interest and a foil for him. She was initially sceptical of the supernatural but was forced to change her beliefs after seeing that Angel was a real vampire.
She later turned against Angel after her father was killed by vampires. Deciding that all vampires were a threat to mankind, she began hunting and killing them. Her obsession eventually got her fired from the LAPD and, in her final appearance, she tried to kill herself before Angel saved her. The episode ended with the two reconciling, but Kate never made another appearance in the show.
There were plans for the character to return, but actress Elizabeth Röhm was cast in Law and Order and never found time in her schedule to come back to Angel.
What Happened To Her: Kate actually appeared in the sequel comic book series Angel: After the Fall. She helped fight off the armies of Hell when they invaded LA and was eventually reinstated as part of the LAPD.