So once I started the siege of Whiterun I noticed that Marcurio wasn't with me. I thought no big deal, on a few quests my followers were absent. Well after the encounter I fast traveled to Solitude and realized he still wasn't with me. I thought maybe he went home to the Bee and Barb in Riften but no sign of him there either. Where has he gone!?

He fell in love with another woman...

He left me for a woman!?! He must have been gay for pay, and my 500g ran out.

Have you checked the Whiterun area?
I read this on the http://www.uesp.net/wiki/Skyrim:Battle_for_Whiterun_%28Imperial%29:

"Followers who are accompanying you when receiving this quest cannot exit the Whiterun city gates with you, and instead stay inside the walls until you return. One way around this is to select the "part ways" dialogue before leaving the city gates and recruiting them again on the other side. This does not work for followers who return to Whiterun when dismissed."

I've been running around Whiterun to no avail. I hope he's not deleted! I know he didn't die in the fight because I got credit for "visit your spouses house" when I went to the Bee and Barb. Maybe he's lost in limbo

He should return to his house in due time. Either the Bee and Barb or if youve relocated him to one of your houses, that one.

Crisis averted, after running around the halls of Dragonsreach for a few minutes he all of a sudden popped up behind me. With how buggy Skyrim can be my first instinct was the panic, haha.

To avoid losing my precious Onmund I always just leave him at home, minding the kids.

See I was discouraged from marrying Onmund because I read he has the tendency to disappear. Plus Marcurio is dreamy and has a lot more personality than Onmund. Granted Marcurio is a total divo.

My wife wishes she could say she lost me...

I think Onmund is dreamier.
The way he says 'Goodbye, my love.' when I got out adventuring is adorable.

As a complete random aside, did anyone notice a marked increase in dragon attacks while doing the quests for the Imperials? I was attacked by one on the way to get the ragged crown and I just arrived at the Imperial camp in the Pale and I'm being attacked by two dragons at the same time.

Given the title of the thread, I expected this post to be from a distraught wife whose husband is addicted to Skyrim and has thus far been ignoring her and the kids.

Glad to see I was wrong.