FLT INSTRUCTOR WITH INST TRAINING STUDENT TOLD NAV FACILITY NOTAMED OTS. UNABLE TO LOCATE ANY SUCH NOTAM.

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THIS WAS AN INST TRAINING FLT ON AN IFR FLT PLAN. THE STUDENT FILED AN IFR FLT PLAN; OBTAINED A WX BRIEFING; INCLUDING NOTAMS WITH COLUMBIA FSS. I HAD VERIFIED WX FOR THE FLT; SOME 'LIGHT' IFR AT THE START (CLOUD DECK 4000 FT MSL ABOUT 1000-2000 FT THICK) WITH IMPROVING CONDITIONS. THE RTE OF FLT WAS 9K4 TO GVW TO MKC TO 9K4. AN APCH WOULD BE FLOWN AT EACH ARPT RETURNING TO 9K4 VIA ITS VOR/DME APCH. DURING THE VECTORING FOR THE ILS AT MKC; APCH REQUESTED OUR INTENTIONS. I STATED RETURN TO 9K4 USING THE APCH (VOR/DME). AT THIS TIME; APCH STATED THAT THE DME WAS NOTAMED OUT FOR NAPOLEON VORTAC (ANX). I ADVISED WE HAD RECEIVED NO SUCH NOTAM; WERE RECEIVING DME INFO. APCH REITERATED THAT THE DME WAS NOTAMED OUT; WHAT WERE OUR INTENTIONS. AS THE WX WAS NOW VFR; I SAID WE WOULD RETURN TO 9K4 VIA ANX AND CANCEL IFR OVER ANX; WHICH WE DID. ON THE GND I CHKED DTC DUAT FOR NOTAMS AND FOUND NONE ON ANX AND I CALLED COLUMBIA FSS AND WAS TOLD THERE WERE NO NOTAMS FOR ANX! SINCE 9K4 HAS ONLY A VOR/DME AND A RNAV APCH; THIS LACK OF DISSEMINATION WAS DISTURBING. WE HAD CHKED BEFORE FLT. FORTUNATELY; WX BECAME VFR AND WE WERE ABLE TO RETURN TO 9K4.