The first step is to contact your old employer and ask them to check their plan records to see if you participated in their 401(k) Plan. If it's not possible to reach that employer, locate an old 401(k) statement to see if it contains contact information for the Recordkeeper / service provider that administered the plan.
Retirement plans sometimes move from one recordkeeper to another. If you speak with a recordkeeper in an attempt to locate an old account, ask if the recordkeeper has any details or transactions for where the funds may have moved.
Sometimes retirement accounts are also “forced out” if less than a certain balance. Depending on the account balance, your funds may have been distributed to you as a check or rolled into an IRA. The Recordkeeper or your employer should be able to provide information on where funds were sent.
If none of those methods work, you can check The National Registry or the U.S. Department of Labor's Abandoned Plan Database to see if you have any account balances left unclaimed.