Did you get a message about her being tired of waiting? Check back at your place in Whiterun, assuming you bought it. That's where she goes if you tell her to wait and never come back for her.
You may have received a "your followed has grown tired of waiting" message and not noticed it. If you own the house in Whiterun she will be there. If you don't own the house in Whiterun she will be at Dragonsreach. If this didn't happen then she may have been attacked and moved somewhere else. There is no way to call your follower.
Edit: Too slow.
Edit (2): If you're on the PC you can always use console commands to move to your follower or have them moved to you if the above suggestions don't work.
Did you get a message about her being tired of waiting? Check back at your place in Whiterun, assuming you bought it. That's where she goes if you tell her to wait and never come back for her.
Does the same thing happen with Clavicus Vile's dog? I can't find him either. Should I check the shrine? Or is he at the location where the axe is?
Lost followers who have not died should go back to their first location where you met and recruited them if you do not own a house that they have moved into.
If she goes to Dragonreach, she might not be near the main door where you first met her. I dismissed her and found her chomping down some food at the table near the Jarl.
Lost followers who have not died should go back to their first location where you met and recruited them if you do not own a house that they have moved into.
So should I look for him at the Shrine of Clavicus Vile, or outside of Falkreath, where I met him?
Or at the location of the Axe that Clavicus wants me to retrieve? He's not at my house.