A friend of mine at work had a problem recently with saving in Word. For some reason (damage to the Normal template, I suppose), Ctrl + S no longer worked as a shortcut to Save. He had been pressing Ctrl + S all day, but on reflection noticed that the save progress bar had not been appearing at the bottom of the screen. He was not able to retrieve the work. Maybe you had the same problem? Otherwise, as suggested, it should show up in the recent file list or by doing a search.