Check your email and My eBay: Messages* for one from eBay itself about the order cancellation stating the reason (the one that the seller picked from a short menu: Out of stock etc. covers any seller-centric reason for the cancellation, including "losing" the item. The other two (three actually but since you paid the third one that you didn't pay isn't possible) blame the buyer: buyer requested the cancellation or a problem with the buyer's address.
The seller automatically got a "defect" when s/he cancelled the transaction (unless s/he lied to eBay to blame you, in which case we'd need details especially what eBay said the reason was in the cancellation notice). That is the primary tool eBay uses to weed out bad sellers, downgrading the selling status of those who get too many relative to their sales volume (as opposed to having to pay employees to actually investigate to see how likely it was that the seller had a legitimate reason to cancel vs. deliberate policy violations).
You may leave appropriate (calm, factual--if the seller said that x was the reason say "seller said x. . ." so people don't think you are just jumping to conclusions) feedback to warn future buyers/bidders. If the usual links have vanished, go to anyone's Feedback Profile (doesn't matter who, click on the feedback score in parentheses behind the username) then scroll down to below the last comment on that page to find a "Leave feedback" link that doesn't vanish (it brings you to a list of items you can leave feedback for).
Theoretically you could sue the seller for breach of the contract of sale (for the difference between the auction price and what you ended up having to pay for a replacement), but that is almost never practical.
*ETA: I'm not sure whether the reason would be in your My eBay: Purchase History: Returns and Canceled like it is for returns, where you click the See Order Details button at top right, then See Return Details link in the box about getting the refund at the top and the reason is in the right column towards the middle.
