If you've sent yourself a test mailing then the original mailing should remain in the "Unsent" tab of your Campaigns page. If you used "Review and Send" then the mailing will exist in the "Sent" tab.
An instance where a mailing might not appear on your Campaigns page could be if you sent yourself a test, edited the original then resent a test. In this instance there would only be one representation of that mailing in your campaigns tab and 2 sends.
If it's nowhere to be seen I'd be happy to take a look in your account to see if I can find if you can pass on the name of the account you're working in and the name of the mailing in question :)