Grimrock

You all probably know this but in case anyone else was as puzzled as me as to where their crossbow bolts,arrows and thrown weapons were vanishing to...

Unless you kill them on a pressure plate, when you walk over the spot where you killed them you should pick them right back up.

Enchanted arrows/bolts loses enchantment when they hit mob thus auto-pickup doesn't work.

And last reason is, if the arrow misses you will find it in the wall behind the mobs at the time you fired.

Be careful when shooting (and killing) an enemy hovering/flying over a pit, your arrows will drop down the pit. Shooting arrows through a portal will also teleport them to the portal exit.