(From the USDA Missing Pet Network and http://www.missingpet.net site)

1) First search your house and yard thoroughly. Look everywhere no matter how silly it may seem. Pets often crawl into some strange spots. Look under beds, in closets, in and behind washing machines, dryers, refrigerators, ovens, water heaters, dishwashers. Also check your attic, basement, garage, drawers, shelves, rooftops, trees, shrubs, ventilation and water pipes, etc. Cats and birds especially can end up in some very unusual spots. Use a flashlight to look in dark spots.

2) Knock on doors and talk to people in the neighborhood. Most people walk the streets around their home and call their pet. People who knock on their neighbor's doors and ask if anyone has seen their pet instead of just calling are more likely to find it. Ask mail men, paperboys, dog walkers. Leave your number (not your address) with them. Offer a reward but don't tell the amount. Call your pet, also make any noise they may be familiar with (squeaky toys, bells, shake pet food box, whistle). Be sure to pause and listen to hear if they answer you.

3) As soon as possible: put up 8 big posters. Put 4 LARGE (24" x 36") BLACK AND WHITE POSTERS at both ends of your block. One pointed at each line of traffic, so no one can go through the intercessions without seeing your LARGE POSTERS. The faster you do this, the better. Put BIG BOLD PLAIN LETTERS with NOT washable, indelible BLACK magic marker on the poster. Outline the letters and fill them in with black. Never your name. Never your address.
http://www.lostapet.org/lostdogposter.htm
http://www.pet-detective.com/flyers.html

4) Hand out fliers with your pet's picture on them and your phone number. Fliers need only have a clear photo of the animal and a telephone number that someone will answer or that is hooked to an answering machine. Hand them out to everyone you see and put the flyers on every door knob you can find. Place the sheet so the un-printed side faces the street. The faster you do this, the better. Fluorescent paper is best for this. It draws attention. Remember the un-printed side toward the street. NEVER your name. NEVER your address. Just LOST or FOUND (whatever) and your phone number.
http://www.pet-detective.com/flyers.html

5) Leave out familiar objects: pet beds, cages, toys, clothes with your scent on them. Also leave out food that may be appetizing to them and/or has a strong scent (tuna or fish).

6) Put an ad in the local paper, and in the papers in surrounding areas and check the lost and found ads every day. Some people only look in the newspaper to locate an animal's owner. Advertising in the paper can also be important to establish you were actively looking for your pet in case someone were to claim it you meant to give it up or didn't want it.

7) Give copies of your flier to people that walk their dogs in the area. They're more likely to spot animals than most people. If you go to the parks early, you may find people who regularly walk their dogs together as an informal group. Dogs on leash notice and want to investigate all kinds of things, even strange birds, lizards and turtles.

8) Give copies of your flyer to veterinarians, groomers, trainers and pet stores and ask them to put them up. Promise to take them down when your pet returns home.

9) Ask businesses and people who live in the area to put up a copy of your flier. This includes gas stations, fast food restaurants, taverns and convenience and grocery stores. Ask if you can put a copy of your flier up in the pet food aisle. If someone picks up your animal and holds it for a few days hoping you will find them just as your pet did, they will need food.

10) Check lost pet databases on the internet and place an ad. Look in the database for records of a found pet like the one you lost. Exactness is not a virtue in the database, because the database contains only data attained subjectively. Any record of a pet "LIKE" the one you lost, is a good telephone number to call. If the location is wrong, or the sex, age, color, collar, etc. call anyway. http://www.google.com/search?sourceid=navclient&q=lost+pet+database

Also go into Google or other search engine. Enter the words "lost pets" plus your location (ie. "Chicago, Illinois") into the search box. This should allow you to pull up databases for your area. For example, you should enter lost pets chicago illinois into the search spot.

11) Contact local rescue organizations, shelters and government agencies charged with picking up stray and lost animals and and give them copies of your flier. People who are afraid animals will be euthanized if they turn them over to the shelter might contact a rescue, and rescue people often go through local shelters looking for animals they can jelp place in new homes. Ask the shelters if they know of anyone doing rescue in the area, even if they don't work with them.
http://www.animalshelter.org/

12) Go to all the local shelters and the and look for yourself, at least every other day. Calling the animal control department or shelter on the phone is not very effective. Your pet may not yet be listed in the records at the front desk, and the way you describe your pet may not be the way a shelter describes your dog. Any animal may become dirty, matted and neglected looking very quickly, and You must visit the shelter, even if your pet was wearing tags when it was lost.

You will need to go to the shelters at least every other day. Few shelters can keep animals for more than 72 hours. Sometimes it takes more than a few days for a pet to be picked up and brought to a shelter.

It's important to visit all the shelters within 20 miles of where your pet was lost. In many areas stray animals are picked up by a government agency which holds them for a period and then turns them over to a shelter. If someone took your pet in for a few days hoping you would knock on their door and ask about it, they might later drop your pet off at the shelter that's most convenient for them, rather the one that's closest.

Combining these three things is most effective. Knocking on doors and handing out copies of your flier to your neighbors and to the staff at all the local shelters is the most effective way of looking for your lost pet.

What to do next...

13) Unfortunately, the next most successful way of finding a lost animal is through checking the with the highway departments and the shelters' dead lists. Even if your pet is wearing tags and the highway maintenance department is supposed to send a list to animal control, you should check with them directly.

There are usually several departments that cover roads in your area. You'll need to check city or town, county and state roads departments, as well as the animal control agencies. Pictures or a copy of your flier should be left with each department. Again, calling is seldom successful, and actually visiting the department is the best way. You should check back once a week.

14) Be sure your pets wear tags. An astonishing 95% of the lost pets found with a tag make it home. The primary identification for dogs and cats is a county license tag worn on their collar. All other ID is considered secondary. The Collier County Domestic Animal Services Department impounds over 7,500 animals each year. Of those, maybe 1,000 are wearing licenses and can be returned to their owners.

A license can be obtained through most veterinarians or through Domestic Animal Services.

Other articles:

http://www.cyberpet.com/cyberdog/articles/findpet/lostpet1.htm
http://www.vospca.org/lost.html