Maybe he wandered into the Wastes? Heh. You can return him if you take the elevator in Vault 22 to a certain floor.
The Pip Boy map should show his location (if he has not died in Hardcore). The Companion dismissal terminal is left of the elevator on the Lucky 38 ground floor. If you dismiss him, he should eventually return to the Kings school.
Well he can also be pretty much everywere...When you go through a door etc. he mind not go through it. He will find his way to you after some time