Contact all of the shelters in your immediate area every day. Your dog may not be picked up on the first day he is lost. Check everyday, even for months. It is possible your pet may have been picked up by someone and later let go. Contact the shelters within a 2-hour drive of your home.
Pets can travel long distances.
In addition someone who was trying to help your pet could have picked it up in one place and driven somewhere else to turn it in. Be sure to review the deceased animal pick up log at each shelter, to rule out the death of your pet. Offer a reward if possible. Contact the breed specific rescue organizations that service your area. Contact the all breed rescues in your area.