More details might help (including OS version, InDesign version), but probably not -- InDesign has a pretty good recovery mechanism, and if it didn't pop up a saved copy of your document when you restarted InDesign, then chances are you're not going to find a recovery file by hand, either.
What happened? Did InDesign crash? Had you ever saved?
I saved regularly as I was working. After I called it for the day, i saved my file and closed it. I was surprised when I opened the file today that it wasn't saved.
Actually, the recovery gave me an error message.
Well, you still haven't told us the versions involved?
What was the nature of the error message? That's valuable information!
It's InDesign CS5.5 and the error message said that InDesign could not recover the file (sorry, I don't remember the exact error message).