Don't panic! They are not lost. There are a number of reasons why your coins might not show up yet, and a number of ways to diagnose them.
You can check pending transactions in the network by visiting an appropriate block explorer and then searching for an address you've sent your coins to.
If the transaction is listed here then it's a matter of waiting until it arrives.
If the transaction is based on a coin that was in a recent transaction then it could be considered a low priority transaction. Transfers can take longer if the transaction fee paid was not high enough. If there is no fee at all the transfer can get a very low priority and take hours or even days to be included in a block.