Light doesn't "vanish" - it "finds another way".
When you have a thin bubble you see interference fringes in the reflection - when the bubble gets sufficiently thin, the reflection disappears completelythe reflection disappears completely. This means that the light was transmitted.
In general, if you have an interference pattern, for every minimum (fewer photons) there is a corresponding maximum (more photons) leaving the total energy unchanged.
The first law holds. If you can think of a situation where it does not, please describe it in more detail.