When you lose a menu bar or somehow otherwise change the layout in Visual Studio Code 1.17.2...

1. Press the Alt key to make the File/Edit/Selection/View/Go/Debug/Tasks/Help menu appear if it is hidden.
2. Go to: "View"
3. Change the toggles for "Toggle Full Screen" and "Toggle Zen Mode" and "Toggle Menu Bar" as applicable.

 
 

Addendum 5/1/2018: It was pointed out to me today that F11 does the trick too.

 
 

Addendum 7/17/2019: In version 1.36.1, and likely starting a some point earlier, the toggles are nested in an "Appearance" submenu beneath the "View" menu.