Everything you see exists on a server. Even if the server is "virtual", it exists on a real hard drive somewhere. That means anything can happen, from a natural disaster to a genuine mistake. Yeah, most sites have back-ups but this is usually limited to the 'big guys' on the internet.
I don't have a backup of this site, at least not yet. Neocities could disappear tomorrow, like all of our Myspace comments and messages. Here's what you can do to save your favorite sites:
Submit the site to Archive.org to be captured.
This should be your "first-line" for archiving sites. If you sign up with an account, you can track the sites you've archived. More importantly, if you sign up, it will give you an option to check "save outlinks" this is very important because it means it will attempt to save all pages of the site, instead of just one. If the capture fails, try it again. Sometimes it takes 3+ tries to get a functional one. There's a FF/Chrome browser extension but I haven't had great luck with it.
Submit the site to Archive.today to be captured.
When you submit a site, your site may be placed in a queue. I just tested this and I was #2800+ in the queue. There is also a Chrome extension.
You can use HTTrack for local copies
HTTrack is a free software to make a local copy of a website on your hard drive. Then it's up to you not to lose the data!