It's also possible it escaped. I see a lot of ads on craigslist because their kid was playing with their rabbit/guinea pig/cockatiel/sugar glider/ferret/you name it outside and the thing got curious and scurried off.
My cat got out recently and I've been looking through all the pounds and shelters for her, surprisingly enough they seem to find a lot of 'stray' gerbils and hamsters around herebizarre.