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My dad's histopathological examination (HPE) of his rectal adenocarcinoma says T2 Nx Mx. Hence, it means that the lymph nodes were not assessed. However, as per my understanding, when the rectum/colon is removed, some lymph nodes should have been removed. So, what does Nx Mx mean?

Is it possible not to remove any lymph nodes at all?

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It is impossible to answer these personal situations. In general, yes it is possible that no lymph nodes were removed during surgery. Whether that might be the case with your father, I simply cannot tell.

Nx means "cancer in nearby lymph nodes cannot (or has not (yet)) be measured". Some lymph nodes might have been removed during surgery, but either for some reason they could not be tested, or they were not (yet) tested for traces of cancer. Or no lymph nodes were removed, and therefore the HPE can say nothing about lymph node status.
Similarly, Mx means that "metastatis cannot (or has not (yet)) been measured".

Again, we do not know your father's exact situation. It might be that the doctors think there is no reason to test for lymph nodes or metastasis (e.g. because the cancer was found in a very early stage), or HPE was simply insufficient and more testing is necessary in a later stage. If you're in doubt about this, please (advice your dad to) ask his doctors about it!

Edit: I forgot to give this reference.

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