There have been a few reports of users discovering that all of their Mario Builder save files got deleted. Don't panic. Very often the files aren't actually erased, but rather, misplaced. Allow me to explain: Mario Builder automatically creates the save files in the same folder that the program is saved in. For example, if Mario Builder is located in your downloads folder, the save files will be created in the downloads folder also. If you choose to move Mario Builder somewhere else (for instance, the desktop) you will have to move the save files with it or else it will not know where to look for them, and create a new set of save files in its current location (directory).
The folder that gets created to hold all of Mario Builder's save files is called "SaveFiles". If you dig though this folder, you will find all of the data for your worlds and courses you have. There is also a folder called "Upload_Files" that must also move with Mario Builder.
So, if you can't find your files, see if they were left behind somewhere and put them back where they belong. I would also recommend backing up your files on something like a flash drive just in case you have an annoying sibling that is trying to ruin you life by deleting your files when you are not around. If that happens, you can simply put your backup save files in their proper place and Mario Builder will recognize them. You also have a wonderful opportunity to exercise forgiveness.
If something gets really screwy, the files on your flash drive can also be imported individually in the course editor as if they were templates.