Google seems to have significantly dropped the number of sitelinks that show up in the search results under the snippets from around 35% of all queries that show sitelinks to about 8.5% of all queries that show sitelinks. That is according to the RankRanger SERP features tool.
Update: This was a bug, Google is fixing the issue.
It seems that Google has removed specifically the smaller sitelinks and not the larger sitelinks that you see for more navigational or brand queries.
For example, this query showed Sitelinks about a year ago and now they do not:
Before:
After:
But they do come up for the larger sitelinks:
I did email Google last night asking what is up. First the knowledge graph snippets go missing and now this. I am thinking these are bugs but I will report back when I hear back.
Forum discussion at Twitter.