In reply to Greenbanks:
I'm assuming it's a file that was never saved?
If so, if it's not available in the recovery tab in word (which I assume you've checked) then I've found there's no other way to recover.
If the file was saved in a backed up space and so ehow disappeared, depending on the settings of the backup, it's often possible to right click, view history tab and get back up folders for whatever time and date you request.
So a little more info on what you did/didn't do is needed