What should you do when you loose a hamster?
First, check the room/s where you lost the hamster thoroughly. (Check under furnitures and inside cabinets. They can slip through even just a tiny open crack; especially the small ones.) If you still cannot find it- keep its cage open and leave some food. (Make it accessible to the hamster! turn it on its side- or if it knows where its 'home' is- leave a ladder out or something. GO figure.) Take out any other possible hiding places that it can go to (after you have inspected it to be hamster-free). Note holes in walls, floorboards, and etc. Then wait for nightfall. Be attentive to any sounds like scratching or soft sneezing. The hamster would instinctively forage and exercise at night. So be alert and catch it when it emerges. If it has been a week or two and there's no sight of the poor thing... Ah well. You did your best anyway. When you do catch the little rascal, it would be best if you hamster-proof the room/s its in... Like not leaving out electrical wires/ cords out and patching up all kinds of holes. So if it does escape again- you won't have to go through all that I mentioned before. Better yet- don't let it run free again. ^_^ Buy a hamster ball.
----------- BTW, my hamster is a professional escape artist. I think he gets a kick out of escaping his cage. T_T To keep him happy, I've hamster-proof my room and let him 'escape' every now and then. (under supervision of course.)