Well.. i have a ipod nano 4g.. and some of my album covers go away randomly..
First you will need to have the song name spelled exactly like it would be on itunes as well as the artist and album.
Right click on the song (or songs if album) and click on get album artwork. it will download it from the iTunes store for you and there you go, you have your album artwork
BTW you will need to delete the song on your ipod and put it back on after youve done that