In discussion with Microsoft OS support escalation engineers they revealed that the most common issue that is raised with them is when a system rolls back and refused to install a service pack, or in the same way, a patch won't run or a hot fix will not install.
The major reason encountered by the MS team was the deletion or loss of MSP files. A frequent cause of their deletion was freeing space on full system drives, although reading between the lines there was the occasional MS sponsored reason!
The install process used by MSI files is transactional, that is to say it either completes or rolls the system back to its previous state. In doing this, the MSI can and will refer the current patch level of the system: to prevent for example SP1 being installed on top of SP2 or to give the user the message that the SP is already installed: do you want to repair or uninstall? This information in part refers to MSP files. A missing MSP file will cause subsequent patches which refer to this file to fail and roll back. It is difficult to copy these files from other systems as they are given a GUID name when they are created by the msi install process. The most straight forward solution is a complete reinstall. So the moral is: don't delete or let anyone delete *.msp files! They don't stop your system working but they do stop upgrades!