The Amber Room, while not a singular piece of art, was stolen from Russia by the Nazis. A collection of gold leaf and amber encrusted panels, the room disappeared in the confusion that prevailed while the war was winding down.
There have been unsubstantiated reports that the Amber Room survived the war or was destroyed but it essentially disappeared without a trace. In the early 2000's a recreation was made and put on display at Catherine Palace outside Saint Petersburg, so one can still get a pretty good idea of the original's grandeur.