I use Ububtu 15.04 with Unity interface.
While I was editing a file's name, I accidentally selected the entire name (without the extension) and pressed ctrl+x and Enter. The file disappeared.
Where did it go?
It sounds like you renamed your file to .ext (where ext is the original file extension).
Since files whose names begin with a period ("dotfiles") are hidden by default, the nautilus filemanager is no longer displaying it. You can toggle display of hidden files from the nautilus menu View -> Show hidden files or by hitting Ctrl + h.