Customer's credit card is charged, but order isn't showing up in admin

[hml_mike]

Hi there

A customer purchased an item, their credit card was charged, and we got paid.

However, the order itself isn't in my admin under Customers -->Orders

(There is a record of the customer under Customer-->Customer, but not the order itself.)

We only realized this because the customer wrote us, having never received the stuff.

Any help would be greatly appreciated!
Thanks!
Mike