I've always wondered this. I think the topic came up in the Skyrim forum a few months back, and (disappointingly enough) the 'conclusion' was that they simply wore away.
Yes. In just 200 years.
Of course, this wouldn't be the case, as, well, these processes take a LONG LONG time, at least thousands of years.
So, did the Nords dismantle the gates? Did wizards of others of the like take them apart and use the (possible) residual Daedric magic in them for research? Did they just svck themselves back into the ground where they spawned in the first place?