Try and purchase the house and see if she turns up? After all it is a really convenient house. Being close to the smithy and the exit.
If you notice you lost a companion while wandering around,choose to wait for an hour and a lot of times they will show up. If that doesn't work, go back to the Jarl in Whiterun. If you don't own a house, and she isn't dead, that is where she should be. You just may have to look around for her since she can wander around the place. Companions will generally go back to where you first pick them up if you lose them. If she isn't there, chances are she died somewhere along the line and you'll have to reload an earlier save.
I find 'Stupidface' as I call her, really buggy and I lose her a lot. She normally turns up when you fast travel somewhere or sometimes I have to backtrack and she's usually just standing there with a stupid look on her face. Otherwise as has been said, she's died without you realising... more common than you'd think, as she tends to run into your spells...
