Strange, I was always under the impreqssion that when you are not inputting anything, the heli would eventually make a wrong turn and crash.
Where did you lost sight of it ?, was it in a town or up country ?
Make a paper which says tat you lost your radio-controlled helicopter and stick it to the windows of the nearest shops. Maby somebody found it.

To know where it might have gone, we need to know the throttle it was at and maby any other inputs that you were giving on that moment.