Okay so I took my husband on a quest and we were getting attack and I lost site of him but heard him fighting. After I had defeated the people I was fighting and went to help him. After we defeated them he just disappeared, I thought he went to our house in Whiterun but he didn't then I looked in Rifton but he wasn't there. So I have no clue where he went.
On Yahoo answers by Misty J:
I lost my husband in Skyrim too and I went to all my houses and his house he previously owned and I also went to the chapel and he wasn't there. But after I left the chapel and re entered it a couple of times he finally showed up and he was mad but you can smooth things over by promising your undying love and he'll forgive you. Then you can tell him that you want him to move into one of your houses and if you lose him he will either be there when you fast travel or he will be at the house of your choice. I freaked out too and looked all over for him. Glad to know someone else had problems. LOL