Something like this isn't baked into DLP. I guess the closest you could get to this within DLP is to use the Prevent functionality and move sensitive data off the device. However, that doesn't help if someone is allowed to have the data but ends up deleting it.
I think your best bet would be to utilize something like NetBackup or BackupExec. I'm not familiar with these products enough to give a good overview, but having the files backed up to start with would make recovery easier.
Aaron