This is a common problem these days since people change employers so often.
I have a couple of blog posts that have links to insights into where to go to find old 401k's that those old employers may consider you to have abandoned (because you didn't keep them up to date on your addresses so the could reach you for example). There are many other reasons for this to happen too.
Any, hopefully either of these blog posts ... and be sure to look at the links in the comments on them too since I update the information via that method when new information or resources become available on finding these.
I would list or repeat everything here - but it doesn't get updated here when new info or resources become available.
Blog post called "Inheritances gone amuck" Although you're not talking about trying to find old plans you may inherited (although those are often out there as well), the resources listed in the linked to columns and my comments may be helpful for you trying to find your own as well. http://blog.betterfinancialeducation.com/uncategorized/personal-finance-state-wants-to-connect-unclaimed-goods-with-their-rightful-owners-personal-finance-claudia-buck-the-sacramento-bee/
Blog post called "Do you have money in “orphan” accounts?" May be more inline with your question. So please look at the links in the post as well as ones that may be helpful in the comments to this post too. http://blog.betterfinancialeducation.com/general-investing/do-you-have-money-in-orphan-accounts/
I wish you the best Robert as you embark on finding possible old 401k money. It may no longer be in an old employer's 401k. If not, the various other resources that I list in the post, and comments to the posts, may prove helpful.
PS. Although your question doesn't address lost pensions, this too is a common issue. So I will include a link to this blog post "Need Pension Help?" for those readers who may have this problem (and possibly yours as well ! ).
Sorry ... classic ... I forgot the link to the pension part below! Here it is http://blog.betterfinancialeducation.com/sustainable-retirement/need-pension-help/