Been running into some serious problems with the Zoom H4n recently. In stamina mode, recording with wireless Sennheiser mics into Input 1, audio files turn up missing when I come back from a shoot to transfer. This has happened twice. The first time I recorded 10 separate clips, MONO-000 to MONO-009, but two files in between just weren't there (004 & 008). This happened again on the following shoot, missing 3 out of 11 files.
I've looked everywhere and nobody seems to have this issue. People seem to have corrupt 0kb files seemingly power-related issues, but that's not what's happening with me. The files just are not there at all, looking both through the zoom, and using a card reader on my PC. Doesn't seem to make sense, any clues to what's going on here?
Yes, as hard as it is to believe, this is a "non-supported" SD card issue. Have you recently put a new card in that machine? There is a detailed list of certified cards on Zoom's site, and believe it or not, it DOES make a difference. I started having the exact same issue as you when I put a new card in my Zoom H4N. When I got a certified card off eBay, the problem went away.
If you Google hard enough, you'll find others with the same problem; I did.