There are basically three ways to stake:
Staking through a centralized entity, such as Coinbase. You can stake also small amounts.
Staking through a decentralized staking pool, such as RocketPool. You can stake also small amounts.
Solo staking with your own equipment. You have to have at least 32 Eth.
As for your question, I think the last one is pretty easy: if your validator disappears, it starts to get penalties for being offline. After some (long) time all of the 32 Eth is gone.
I'm not very familiar with decentralized staking pools. But they have to have some equipment for staking and it might be difficult to decentralize that hardware. I don't know what would happen if the whole service disappears - possibly they have documented some sort of escape hatches, through which users can withdraw their Ethers in the case of an emergency (once withdrawals are activated).
Technically speaking, centralized staking services can just disappear. Your Eth is of course still somewhere, but it may be difficult to get it back, since it is (or was) fully controlled by the centralized entity. In the worst case their equipment goes offline and all customers' staked Ethers start gathering penalties and there's nothing you can do about it.
As for any blockchain assets: not your keys, not your assets. So if someone else manages your stake, you can't be sure you'll ever get it back.
Solo staking is the best, trust-wise. That way nobody can just "take" your assets. It, of course, has its own challenges.