Missing a file? Scrub that hard drive

Today one of the most dreaded things happened to me, the phrase that makes every IT professional shudder. I can not find my file. Ok, after running through all of the basic questions and making sure that they saved it and that it was not accidentally deleted, I decided to search their hard drive. I've checked the usual suspects: the desktop, documents folder, and even the recycle bin, but so far, no luck.