I have songs that come and go from my iTunes; causing me to constantly download songs over and over.

I have songs that come and go from my iTunes, even songs that I have loaded from CDs. I will have my music and movies all up to date for a trip out of town, (usually somewhere without an internet connection) then when I go to watch or listen to things it says I need to download it from the cloud. Very frustrating! Once I sync my phone I want ALL my movies and music to stay put! Please help!