Some of my end-users do this from time to time: They open an Outlook attachment (such as a Word doc), edit it, save it, then close it. Where is it!? It's buried in Outlook's temp file folder, dude!
* Turn OFF "Hide protected operating system files" in Windows Explorer.
* Navigate to this path: C:\Users\USERNAME\AppData\Local\Microsoft\Windows\Temporary Internet Files
* You'll find a folder in there called "Content.Outlook" that should contain the missing files. If the "Temporary Internet Files" folder appears as a big mess, then try accessing the path via UNC, instead of locally.