What to do when a pet goes missing:
1. Start calling any shelters and vet's offices in your area.
Don't wait! Definitely call shelters and vet's offices right away. Many people don't think to contact an animal shelter when their pet is missing, or they wait too long. A lot of stray animals end up at a shelter. Shelters are generally required by law to hold an animal for a certain period of time before adopting it out or the sad option of euthanizing the animal. Usually that time is about 5 days to a week, but it can be as short as two days or 24 hours depending the local law. So don't wait! If you wait too long, your pet may be adopted or euthanized, and there will be nothing you can do about it.
You can also call animal control and/or local police offices. (Yes police officers often come across stray animals, and some police offices will temporarily hold the animal, so you will want to call them too).
You may want to have a picture or description of your pet and contact info to give to shelters and vets, so that if they do find your pet they can contact you.
If your pet does end up at a shelter, be prepared to show proof of ownership, proof that your pet has had any necessary shots, proof that the animal has been registered, and with most shelters you may need to pay a small fee. Many people get angry about that, but the shelter has been paying for and caring for the animal, and should get payed for that. And it is a very small fee considering the shelter has been feeding and providing necessary medical care.
2. Ask around your neighborhood, street, or town.
They may have found or seen your pet.
3. Put up posters.
Shelters, rescues, and vets often put up any posters of missing pets if you give them some.
4. If you have facebook or something like that, post about your missing pet, and provide a picture or description of your pet.
It really does work. People post about their missing pets on the shelter's facebook page a lot.
5. Ask around at stores, restaurants, and businesses near you.
Stray pets often head for where there are people and food. Animals are often found in parking lots, and I even know of some dogs that were found in a Home Depot.
6. Make sure you have searched your house/yard, your pet may just be hiding.
Tip: If you are traveling, or your pet tends to wander off, make sure he/she has tags or is microchipped. Microchips are very handy, as shelters and vets check any stray animals for microchips, and if the pet has one they are able to trace the owners.
For small animals:
If you lose a small animal such as a guinea pig, rabbit, bird, hamster, mouse, ferret, etc. here are some helpful tips:
If any of these pets were lost outdoors, contact local shelters and vets in your area, or animal control. Many people don't bother, thinking that no one would find or be able to catch a small pet. That is not the case. I have seen quite a few stray rabbits, and a few months ago the shelter had a stray cockatiel.
If you lost your pet indoors here is what to do:
If it is a rabbit, ferret, guinea pig, or chinchilla, they are large enough that you will probably find them pretty quickly.
Hamsters, gerbils, mice, and rats can be trickier to find. Search the house thoroughly.
However if you still can't find them here are some helpful tips:
put out some food and treats (peanut butter is a good one to use for hamsters I have heard)
leave their cage door open
make sure they can get to the cage (if it is up high, put it on the ground)
in the meantime be careful that your small pet isn't caught by any dogs, or cats or other predatory pets
make sure that everyone in the house is careful where they step!
if it is a lost rabbit or rat call their name (rats and rabbits do learn to recognize their name)
Here is a special hamster catching trick (hamsters are escape artists and hard to find!)
Put a bucket or a plastic bin out on the floor in the room or area that your hamster became lost in.
Provide a ramp or stairs of some sort (you can use stacked books or something) to the top of the bin
Cover the ramp in treats and peanut butter so that the hamster will climb all the way up.
Put blankets or something soft in the bottom of the bin (for the hamster to land on) and a treat inside.
Here's what you want to happen:
The hamster will see the food, climb up the ramp, and because of their poor depth perception will probably fall into the bin (hence the soft blankets). Then you will have caught your missing hamster.
Make sure their aren't any predatory animals like cats or dogs in the room with the bin, as the hamster won't be able to escape the bin, and therefore won't be able to escape the predator.
Oh! I also remembered that I wanted to add this:
If you check on shelter websites they may have pictures up of stray animals that they have. But don't assume that because you don't see your pet that the shelter doesn't have it! The shelter probably doesn't have time to get around putting up pictures of all their stray animals.