The most likely explanation for this is that the programme/series was a box-set, and these do come & go from time-to-time - new series are added, old ones expire.
I use a V6 so am unsure exactly what onscreen prompts a 360 gives you, but there should be a notification with all OnDemand content before you watch it, that it's "available until xyz" or similiar.
The turn of the month/year will almost certainly have been "changeover time" where some boxsets are concerned.
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