If you want to know just fast travel to a known location.
Thats what I thought too, but I've been fast traveling today and nobody has been showing up with me. I've been playing a while today without any followers, so I'm not sure who it could be.
I'm not positive because I just started using one, but I think its like FO3 where if you keep your companion waiting to long they return to wherever you first got them from.
Ok. Instead of asking which companion we think you had last, why don't you ask yourself...
Most likely Sven or the Elf with the bow. Only you know for sure.
Faendal
If you have a companion and can't find your companion try waiting 1 hour or entering a new load zone. If that doesn't work then go to the elder scrolls wiki and search for your companion's name. Find the RefID located below the character's picture. Go to skyrim and hit the tilde key (if on PC) and type player.moveto (refID) It will move you to your follower's location