Florence Griffith Joyner, the Olympic medalist, had a will, but it was not found before her state’s deadline to probate it after death. Wills do not need to be hidden away. Their absence can cause much trouble.
I would begin searching wherever financial and insurance information is kept in the house. We are creatures of habit, and most people (but not all) place financial papers in a particular desk, drawer, cabinet, closet, box, room, or corner. The best place to keep a will is in a safe-deposit box or fire-proof safe. The next best place is a lockable file cabinet.
Some people make the mistake of hiding a will as if it were a Christmas present to be kept secret. If the will contains bad news for someone, you would have a very strong interest in locking it up in your bank’s vault, but make sure you tell more than one member of the family. Hiding it could have the opposite effect of allowing the troublesome relative to become an heir under the laws of intestate succession. If you cannot find the will, it is as if the deceased died without one.