It seems over the years the Yerushalmi wasn’t learned too much. So some stuff got lost, and when it came time to print they literally just didn’t have the material. (That’s my own take on it)
Most of Niddah
Last perek of Makkos
Last 4 perakim of Shabbos
My Yerushalmi printed in Berlin, 1929 has some messages, like:
At the end of Shabbos:
בארבעה פרקים מזה. בארבעה העתקות ישנות לא ראינו במחזה. כאשר שמענו עוד נחזה רצנו כשי החידוש הזה
At the end of makos:
לא מצינו גמרא ירושלמית בפרק זה
I have heard that Rishonim (like Tosafos, for instance) quote Yerushalmis in Kodashim that have since been lost.
(Not to be confused with the forged Yerushalmi Kodashim available here and here)
At the end of [my] shas the followed image appears:
Basically saying that they didn’t have it at the print house and some other stuff.
For plenty of info on Yerushalmi see http://www.yerushalmionline.org and https://en.m.wikipedia.org/wiki/Jerusalem_Talmud
Also, every once in a while they find some ancient fragments to add a couple lines. And Yerushalmi texts are often messed up.