Where did my rings go?

Solution 1:

Do you have reflection? Lightning can destroy rings that you are wearing. Sources of lightning that you're likely to have met include:

• Blue/chromatic dragon
• Wand of lightning
• Trapped chests

You could try to cycle through previous messages until you see something about your rings.

Solution 2:

Was your Valkyrie throwing Mjollnir, the Valkyrie artifact weapon? Whenever you throw it, there is a 1/200 chance of it striking you upon returning. This can cause rings you're wearing to explode, even if you're shock resistant. I've definitely lost rings this way. See http://nethackwiki.com/wiki/Mjollnir.