Sorry for being off-topic, but do you know how the ZSH history file gets trashed? It's happened so often to me that I wrote a script to reconstruct my history file by combining the last handful of backups. I still haven't figured out how the history file gets trashed though :-(
guessing, but could you be invoking zsh in such a way occasionally that it is not reading your .zshrc? sudo or su come to mind..... this is what got me in bash a few times - exiting a shell that had just the wrong ssettings so it ioverwrote my history.
Edit: Since I'm in ZSH company, here's the script: https://gist.github.com/1713414