Consult the traveler's itinerary if you have it. Estimate a general area where the person may be.
Compare notes with the family or friends of any traveling companions that the person had, or anyone that he may have been in communication with--such as significant others, friends, or relatives.
Access the traveler's bank account, email account, or cell phone records if legally possible. Look for the locations of the latest transactions.
Contact any hotels or other places of lodging where the traveler may have stayed. Explain the situation, avoiding any unnecessary confrontation. Use any information you can gather to trace the traveler's whereabouts.
Contact the U.S. Department of State if you have reason to believe that the traveler has gone missing, so that officials there can work with the American consulate overseas to find out information. Provide the State Department with the traveler's name, date of birth, place of birth, passport details, insurance details, itinerary, the last place, time, and date of contact, and the traveler's cell phone number and email address.
Travel overseas and physically search for the traveler yourself.