For some reason, when opening up a saved Visio diagram that uses the BPMN stencils, these no longer show up in the Shapes window.
To get them back, click on More Shapes > Open Stencil... then find the Visio content directory, in my case this is C:\Program Files\Microsoft Office\Office14\Visio Content\1033, and then enter BPMN*_M.vss to show only the metric BPMN stencils. Select them all, then click Open.
I have no idea why it isn't stored with the document somehow. Apparently if you go to File > Info > Properties > Advanced Properties and then check the Save workspace option, then it should save things like this, but that's checked for me and it doesn't. Maybe because it's the Professional version and not the Premium version, but I doubt it. Sounds like a bug to me.