If you open up a document from SharePoint is the file cached locally? I.e so that word can do auto save to it? One of my clients has lost the document they were working on.
It may be cached locally. The location will vary depending on your client's system which you don't state. How did he lose the document?
Testing this on my machine with MOSS 2007 and Office 2003, it was in
%userprofile%\Local Settings\Temporary Internet Files\Content.MSO\
The file will have a temporary file name, so you'll have to look through the ones with the correct extension (*.doc or *.docx)
Alternatively, you could look in the recycle bin on the SharePoint site.
For windows 7 (IE9) and Moss2010 and office 2012 they are also in your temporary internet files (C:\Users\%userprofile%\AppData\Local\Microsoft\Windows\Temporary Internet Files).
But only if you did check-out the file first from sharepoint and selected save draft locally, if you didn't do that then it seems like you are out of luck.
Here's a way that might work. One of my files got overwritten by someone else, in a document library without version control - my work was destroyed. I disabled my network connection, then I opened Excel 2010, then I went to the recent files section and clicked the file that was overwritten, and a local offline copy was opened. Then I was able to save this to a safe location on my computer, just in case this should happen again.
I don't know too much about it, but I think what we're looking for here is "offline files" in SharePoint terminology. (I was originally searching for "local temporary files" when I ended up on this page.)
Not sure if this is your case, but if the file is not properly uploaded (pending upload) for whatever reason, you should see it in 'Office Upload Center'. You can see a list of possible actions that can be done against the file. For instance, you can save a copy, trigger upload again, etc. Hope that helps.