Okay, the tampon isn't there or the string isn't there? Was it an applicator tampon or not (applicator tampons tend to sit higher inside the body)?
If it's an applicator tampon it's quite possibly still there, but somehow the string has come off. If you can't find it on your own, Beverley is right, you should go to A&E and get them to remove it.
If it was a non-applicator type and it's still there you should stand a much better chance of getting it out on your own.
If it had actually left your body you'd have felt it, so my money is on it still being in there.
Oh, it's so difficult to put some of this stuff delicately!
Don't panic, though. Also, try taking a hot bath and having a search for it before going to A&E, but don't leave it that way overnight.