There are a number of reagents that you used to be able to buy which are no longer around. Some of these have just fallen out of favor, but a compound has to go pretty far down the list before no one sees any profit in selling it. The more common reasons for the disappearance are a bit more dramatic.
A notorious example is "Magic Methyl" (methyl fluorosulfonate). Flurosulfonate is about as good a covalent leaving group as nature provides, and Magic Methyl was accordingly one heck of a way to methylate anions that turned up their noses at anything difficult. Problem was, though, that it also tended to methylate the user. There was at least one fatality in the 1970s from a not-very-large spill of the stuff, and by the time I got to grad school it had been pulled from commercial supply. It's never coming back, either. You can still make the stuff and use it yourself, and people do once in a while (not to mention things that are even more reactive, although that one's not volatile, at least). But there are research organizations that forbid even that.
There are substitutes, but nothing's quite in the same league. Methyl triflate is the closest thing going, as far as I know. It's an open question as to how much less nasty that one is - you can still buy it by the gallon. No one's been killed by it, but if someone dropped a bottle near me I'd still hold my breath and dive out the door.
Dess-Martin reagent is one that's appeared and disappeared over the years. It's a useful oxidizing reagent, which tends to react very cleanly and on some substrates that are hard to work with otherwise. Making it has always been a nerve-wracking process, though. The reagent itself shouldn't be heated, but is reasonably well-behaved. But the intermediate compound in the synthesis (IBX) has been known for some time to be erratically explosive, especially if it's allowed to dry out. It's sensitive to impact, which always made for a good time when it was time to get it out of the funnel after filtering it.
The fun didn't stop there. The last step in the synthesis, right after the IBX formation, was famously wonky, and has only been ironed out in recent years. Or so I'm told - I made a couple of hundred-gram batchs of the stuff, fifteen years ago, going two for three in attempts on the last step, and do not plan to do so again. You can buy the reagent at the moment, but it's been dropped from catalogs before (as Aldrich did during the 1990s).