It is standard operating procedure for a moderator to notify you if they remove one of your posts.
As animal_cookie pointed out, there are times when the person that created a thread chooses to delete the thread in which you would not be notified about this since it is not up to moderators to PM members if someone else deletes a thread.
It can also be a combination of the two, in which you make a post in a thread that is deleted by a moderator, and the mod will notify the OP of the thread to notify them that they deleted it, but not each individual person that made a reply in the thread.
If for some reason a moderator does not follow protocol when removing a thread or a post and the OP is not notified, then the best course of action is to send a private message to a moderator or the senior staff overlooking that forum to inquire about the missing thread.
The forum moderators are listed below the forum name and description when you are viewing all forums (by clicking the 'forum' tab on the top left of the page).
Here is a comprehensive list of all moderators as well as their forum assignments,
here is a list of the senior moderators forum assignments, and
this is a similar list of the administrators and the forums they overlook.
Your inquiry can normally be resolved by PMing the moderators of the forum, so we ask that you contact the forum moderators first before moving up the ladder and asking the senior moderators and administrators.
Having said that, if you know the name of the thread that was deleted and the forum it was in, we can take a look at it for you now since we're already on the topic.