Dying with a fishing rod that has the Curse of Vanishing enchantment causes all other items in the inventory, including armor and any item in the offhand, to disappear along with the fishing rod.

My friend was fishing with that rod when she drowned underwater (the water isn't too deep because we created a small pond, so we could still see the items if dropped). After she died from drowning, her items, including her armor and shield, disappeared. We suspect that the rod has something to do with it.