Whereas older playlists remain intact, newer tracks synced for offline playback tend to get unsynced.
Disappearing playlists go back as far as July, 2012
When replying here, please also tell us some of your playlists that won't remain downloaded. If you could add a approximate date when you created the playlist that would also be of great help
2013-02-21: Our engineers are looking to find out who is still being affected by this. If you could fill out this form it would really help!
2013-03-20: The latest version of Spotify for Android should resolve this issue. You can find it over on the Google Play store right now. If you still have playlists desyncing, try a clean installation to start afresh - hopefully it should resolve it for you. If not, please let us know.