It looks like, at least in ie6, the address bar and menus can disappear if you accidentally press F11. If you press F11 again you can get it back. However if you don't know why it disappeared in the first place, it will be a puzzle.
Even when it disappears there is a sliver of menu at the top. You can also right click on that stretch and get back menu bar one by one. But it doesnt seem to be the same as F11.
I am not sure if there is an equivalent menu option for F11!