I haven’t, but some quick googling shows that people have encountered this when converting a project from one version of Unity to another. Did you recently upgrade this project, or otherwise open it in a different version?
I’ve been using Unity 5.3.4f1 with the project. However, it is based on the Space Shooter tutorial, so someone else may have upgraded it. I just imported it from the Asset store and started customizing it:
Ah, you probably imported the assets and not the project settings… or, perhaps, the project settings weren’t included in the bundle. Either way, your tags didn’t disappear; you never had them!
No big deal; go define and assign the tags you need, and get on with the fun.