was going to say dust shield...
front wheels though eh?... hmmm... get it looked at. brakes will still work at low speeds even without much actually there, so be careful.
likely though, the shield just behind the rotors... when the wheel is cold, reach behind (if you can through your rims) and feel for a thin piece of metal back there at about the same dimensions of the rotor itself. if it's not there or feels jagged and broken, that would be it. not an integral part, but if that's gone, might be worth making sure nothing else has rotten away... (be careful not to cut yourself!)