If you have lost a female relative, have you considered whether or not they are really lost at all? They may simply be "hiding" under a new last name due to a marriage. If the time frame is after the 1850 US census, or any census that names all household members, look at the wives in nearby households. Is there one that has a female with the name of the "missing" person who has the age to be the missing person.
It may be that what you are missing is simply the marriage record.