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I've seen this phenomenon mentioned in other threads, but a search didn't turn up any comprehensive discussion of measures to prevent or recover from it, so here goes. I've seen two different issues with disappearing companions, both times with Veronica (maybe coincidence, maybe something to do with her scripts, not sure).

A friend told her it was time to part ways and told her to go back to the Lucky 38, but she never showed up. She isn't there, or the trading post, or Hidden Valley. Waiting & fast traveling don't seem to help. It sucks that she's gone, but at least my friend can hire another human companion.

My problem was a little worse. My character and Veronica were in combat, wrapped it up, and I didn't notice she wasn't with me when I traveled to another location. Presumably she got blown into an area she couldn't climb out of before I finished off the last bad guy. I assumed she would show up the next time I fast traveled or slept, but by the time I figured out she wasn't going to magically appear I had rotated through a couple saves, and the last save I had with her still present was several hours of playing time back. Which really sucked because she was still officially my companion even though she wasn't around, so I couldn't hire another human companion. After some internal debate, I decided I would rather do without a human companion than go back and re-play many hours worth of missions, and set about my business with ED-E. Several hours of play later, I got into combat with some feral ghouls in the wasteland, killed most of them and kept moving toward my next mission location, and out of the blue a critical strike animation starts playing. It wasn't me, and it wasn't ED-E, so I wasn't sure what was going on, and then here comes Veronica running toward us.

Anyway, my standard procedure now is that I never save unless I have both of my companions (usually Veronica & ED-E) in my field of view. That way even if the worst happens, I only have to go back one save point. But I was thinking there might be different scenarios in which people have seen companions disappear, and maybe somebody has better ideas on how to prevent it from happening.

companions cant follow orders

I've had the same problem with veronica and ed-e. Currently Ed-e is nowhere to be found since I told it to wait at the 38. I told both of them at the same time to go back there. Veronica made it, but the robot didn't. I have also had lots of problems with them not following my orders. When I tell them to wait they still follow me! This happens when I am in a dungeon or something and I tell them to wait in one area then I move to another area and they are right behind me again. Why won't they take the order to wait? Will I always have to send them back to the base to keep them from getting killed? I usually just keep them around to be my pack animals. what good are they if they keep dying and dissapearing?

You just have to be extra careful with your companions. Don't have them wait inside a dungeon; have them wait outside. Don't just send them to the Lucky 38. Go to the Strip first and then send them there.

At least now with the recent patch, it's easy to tell where your current companions are.

SWC

After observing the symptoms a little more closely, I have a theory about disappearing companions. I think there's a certain radius around the player character that companions must be within in order to accompany the player to another sector (whether fast traveling or activating a door to enter/exit a building). So if you don't notice that a companion has run off to attack some enemies or gotten stuck on a terrain feature while your back was turned, they will not be with you when the game loads a new area.

I've been keeping a close eye on my companions since the first time Veronica disappeared on me. Recently I fast traveled from Vault 3, got to the destination and Archie wasn't there. Loaded the autosave, and he wasn't there either, but then I noticed plasma rifle fire in the street a few blocks away. Ran down to the scene of the fracas and there's Archie, blasting away at some Fiends. Apparently while I was sneaking to a clear spot where I could fast travel, he was running off to attack the Fiends.

But the kicker was when I left The Thorn and immediately noticed ED-E was no longer with me. I went back inside and found ED-E was hung up in the overhead pipes above the arena. I coaxed him back out into the foyer, went back up to Westside, and he was with me. Since the layout of the area enabled me to repeat the conditions of the experiment pretty consistently, I tried it several times and got the same result every time: if ED-E is in the entrance hall with me when I leave, he is with me when I arrive in Westside. If he is stuck in the overhead pipes in the arena area, he doesn't show up.

So here's the wrinkle: based on Veronica's miraculous reappearance the first time I lost her, I suspect that your companions will always try to move toward your position if they can (i.e. if they are not in combat or stuck on the terrain). When she showed up, I happened to be spending a lot of time in one area of the wasteland (trying to find a way over a hill and fighting a horde of feral ghouls). I'm guessing I was in one place long enough for her to run all the way from wherever I lost her to where I was at the time. If you fast travel a lot, a lost companion might keep making false starts toward you, but never have enough time to finish the journey. If they're in a dangerous location (e.g. surrounded by deathclaws) it's possible that they would keep getting pummeled into unconsciousness and never arrive. That would also explain why if you travel back to the last location where you remember being with a missing companion, they usually aren't there.

Anyway, I think all of the previous advice in this thread still applies. Keep a close eye on your companions, save often, rotate between several saves, make sure your companions are in sight when you save or before you load a new area, and make sure they are still with you immediately after you load a new area so you can reload if they disappear.

I used a set of codes to recover missing companions. Just followed the instructions posted [url="http://gaming.stackexchange.com/questions/10225/missing-companion-veronica-in-fallout-new-vegas"]here[/url] and it worked for me. Just remember to refer to the Fallout wikia's character ID. Managed to find this via a Google search when I had this problem.

Other than that, I agree with the rest to dismiss your companion(s) near Vault 38. At least I don't get headaches trying to find them.

P.S. Sorry for necroposting, but I thought I should add this solution, seeing how companion pathfinding leaves a lot to be desired.