I had Faendal as a companion in Bleak Falls Barrow and that idiot followed me through one of those 'swinging blades' traps, so he got hit by one of the blades and was thrown THROUGH the wall and he was... GONE!!!! Couldn't find him anymore, I had to reload and tell him to wait for me until I disabled the trap.

Anyone else seen this?

Not disappear, but I did have him get stuck being relentlessly sliced into bits. He eventually made it through when I realized there was a chain to pull on the other side. Make him wait.