Dog's often go back to the places they were last seen at the end of the day when there is less activity. If possible, try to have a friend stay in that area for the remainder of the day in case your dog comes back.
Another way to ensure that your dog returns to the place they were last seen is to immediately put out food, water and cherished items (such as their favorite toy or a sweatshirt of yours). Make sure you put out their favorite foods (wet food is better - the odor is stronger) and they will very likely return to the place where you last saw them!
Don't forget to post your dog on Finding Rover the instant you think you've lost them, and if you find a dog without an owner, make sure you post them as "Found" on Finding Rover as soon as you can.