If you accidently locally do cvs rm on a file and want it back (and you haven't committed, of course), just cvs add it and it will restore the latest version.
The trick is to not copy back the missing file and try to add that, otherwise you'll get an error about how the file should be removed and is still there (or is back again). If you have a later version of file you are trying to resurrect move it back after you do the (re)``add``.