For PC, you can enter console commands (get to the console by pressing the tilde key, which is ` or ~ on your keyboard, usually under the Esc key and to the left of the 1 key):
prid <RefID>
moveto player
They get lost a lot so I do this a lot. I just memorize the RefID. Like for example, Lydia's RefID is a2c94 and Iona is a2c93
So for example, to move Iona to me, I put in:
prid a2c93
moveto player
Sometimes, you have to enter it twice. Like this:
prid a2c93
moveto player
prid a2c93
moveto player
Sometimes, they might have died. then you need to resurrect them. So do this:
resurrect
prid a2c93
moveto player
NOTE: if you resurrect them it will remove all their inventory! If they had items, it's better to go to a previous save where they have not died!
NOTE: If you press the up-arrow on your keyboard it goes to commands you typed previously. However, when you close the game then your
command history is erased.