What to do if your dog is missing

1. Take out "lost" ads in local newspapers...they're free. List when and where you lost the dog. For example, "LOST pit bull, male, black, white spot on chest, vic. Main & 4th, Jul 4, (909) 123-4567" This describes what, where, when and who to contact.
2. Visit your local animal shelters every 3 days, DON'T just call. Leave a description of your dog in the shelter's lost/found book.
3. Hang and distribute flyers where you last saw your dog. Place bold, easy to read posters on busy streets and in the windows of local grocery stores and convenience markets, if they'll let you. Distribute flyers to your mail carrier, veterinarians, groomers, and the local shelter. Include a picture, if possible and offer a reward.
4. Don't give up hope. Some dogs are located months after their disappearance.

Microchips
Most animal shelters scan animals upon impound for microchips. If a dog or cat has a microchip, the transponder's number will appear when the scanner is moved over the animal. Microchip companies maintain databases of registered microchips. These transponders are the size of a grain of rice and are implanted between the shoulder blades of dogs and cats. If your pet is not already microchipped, talk to your veterinarian about having it done today! This permanent form of ID just may save your dog.
If your dog is microchipped, you might check with implant company to make sure the chip is registered to you and that they have your current information.
AAHA Universal Microchip Lookup
AVID/Pettrac - 1-800-336-AVID
Home Again - 1-866-738-4324
InfoPet - 1-800-INFO-PET
Pet-search resources:
Sherlock Bones
FidoFinder.com
Find Toto
PetAmberAlert.com
SABER Alert program - for residents of Massachusetts, contact Animal Control
Pet FBI 
Additional resources:
How to Find a Lost Cat or Dog
Petfinder - How to Find Your Lost Dog
American Humane Lost Pet Tips
Nationwide animal shelter listings:
PetHarbor.com