First, make sure you have not been charged.
Second, this just happened to me in the last month: I ordered a book and had my confirmation with the order number and link to the order information. When the book didn't arrive I looked at my account - no mention of this order. I tried the link to the order from the confirmation email - no mention of this order. Search by the order number - no results.
So I contacted Amazon. When they checked, they found that the seller (3rd party) had cancelled the order. Evidently the jerks didn't think that warranted a cancellation email! (The seller, not Amazon.)
I've ordered LOADS of things through Amazon over the years. Hundreds, I bet. That's the first time i've ever had a problem with Amazon or any of their sellers, but it does happen. I would contact Amazon and ask them to look for you.
Good luck!