I’ve had this problem before and it crept up again. I have an Earth (following tutorial https://vimeo.com/25078416) and the background is stars (as set in the world tab). I’d render it fine and the stars would appear.
However, I switched to compositing, and added some nodes, and next time I rendered, the stars didn’t appear, the background/world is grey! I cannot get the stars back, and the only way I fixed it the other time was to start over.
Here’s the file and textures: