Companions... What can I say? I recruit a companion and I go into an area and they didn't follow me into the area. I leave the area and they are absolutely AWOL. Have NO IDEA where they went either. Jeesh, even the companions in the game have had enough of these bugs...

Try waiting 7 in-game days and then go back to where you first picked them up.

http://www.gamesas.com/index.php?/topic/1120449-please-read-before-posting/

Make sure your companions are with you before you fast travel. If they are slow exiting a building you just left, they may be left behind.