We had a number of nsf files given to us by a company we had purchased, however they utilised Shared Mails and the resulting Notes Files contained lots of missing attachments.
A process of de-linking needed to be run to basically tell Domino to copy shared items back to the nsf file and not to use Shared Mail.
Run the following command in the Domino Console, the shared mail files need to be on the same Domino Server and accessible.

Load Object Unlink Mail\<NSFFILE>.nsf

To unlink a specific store run and put all mail back into linked Notes Storage Files (Make sure you have free space and do not run when in production use!)

Load Object Unlink <SHAREDMAILSTORE>.nsf

Additional Notes: https://web.archive.org/web/20180201115815/http://www-01.ibm.com:80/support/docview.wss?uid=swg21096686 – IBM Notes in regards withdrawn support for this deprecated feature of Lotus Domino (Link no longer works)
Shared Mail was replaced with a feature called DAOS in IBM Domino 8.5
– If delinking all Notes Databases ensure the items are purged from the shared database. (Link no longer works)