Mine did that on Tuesday evening. I have been going back and forth with NoiaCareUS on twitter and they are investigating it. I also went to Nokias site and under the discussions there are a couple of others that have had the same thing happen. I am able to search for the Nokia apps and install them but no collection appears. I am not going to hard reset my phone until I absolutely have to. It ids such a pain to reinstall all my apps and get my homescreen set up again the same way.
This had work for me once, taking out my sim card, Putting the Sim card back in, and restarting the phone. Check in the marketplace, if that doesn't work. go inside the XBOX app, and click on the marketplace. Play around like your are looking for something, maybe for about 20-40 seconds. Go to the marketplace and they should be in there. My at&t apps were missing, I did the "XBOX Trick" and it showed up again.
Admittedly, I am a WP novice but this really is not a way to endear new users. I am a long time Blackberry owner and supported iPhones at work, so I am pretty conversant with smart phones. I have been trying to figure out why I did not have any of these apps and many WP users are commenting on them. Incredible that I had to download a game I have no use for to allow the Nokia Collection to download. BTW, thanks for this info.