Game broken. I loaded a saved game today, and my main character is a Ranger. My wolf pet is gone, no corpse. Also the circle below my portrait that indicates my pet's health is just a plain white circle with no graphics.  I can't leave the zone I'm in because I get the must gather your party message, but poor wolfy is nowhere to be found!

 

 

http://forums.obsidian.net/blog/7/entry-179-patch-notes-103/

 

It appears the upcoming patch will resolve your issue.