One minute Rex was in lucky 38 waiting like he normally does the next he just disappeared without a trace this happened with Lily too on one playthrough this is so annoying as Rex has some items I could of use :banghead:. Does anyone have any idea where he could be I looked in kings he not there has not appeared for 6 ingame days.

Well unfortunately if you are playing on the PS3 or the Xbow 360 idk what you can really do about it besides hunt down your dog or pray that you will eventually run into him during your travels.

However if you are on the computer you can use consol commands to get him back type this in (Be EXACT and follow the spacing precisely. Push enter after completing each line):
prid 00118e71
disable
enable
moveto player

Happened to me once, then randomly while i was wandering around i got a message that he went back to the king and i went and got him.....(kinda enjoyed it as i kept his perk and he didn't blow my stealth) So check the kings place out

Yes I checked Kings again and saw the stupid dog running around there I was like he must of got stuck just saw him now running past Kings towards lucky 38 phew I get my items back now think he took his time though.

He is waiting at vault 101.

In all seriousness though: whenever you visit Mr House, it puts your companions in a "wait" status. Usually they are standing down on the 38's casino floor. It wouldn't surprise me if it glitched, and moved them to some random spot, or "fired" them.