I had this happen to me at a Crowne Plaza once. Turned out that the housekeeper assigned to my room didn't realize I was a two-night guest, assuming that I had left all my stuff behind and vacated the room for good. So, it turned out that she had packed up all of my stuff and left it in the housekeeper's office downstairs.
The hotel staff were horrified, completely sympathizing with my shock at opening the door to a vacant room. I was later sent a large bag of chocolates, along with a bottle of wine. I believe there were also some points involved. I did not ask them to give me any sort of compensation.