This should give you their inventory windows - empty it into your own. If these don't work the recommendation is to kill and resurrent the companion. This will move you to the companions current location: player.moveto This will move the companion to your location: prid Here is an internal number for the companion - for Veronica this seems to be 000e32a9 - you can get the ID's of others from the Wikia site as well. Follower cheat menu enhanced companion control at fallout new vegas mods. This involves using the console commands, I highly recommend saving before messing with the console, and as per Xantec's comment you should be aware this will disable Steam achievements for that play session (ie, you need to fix the game then save and restart).

The missing Companion(s) may be waiting there at the exit of the elevator, you may need to talk to them and ask them to follow you (ie, they may be stuck in wait mode). Here the given trick is to go to Vault 22 and use the central elevator (requires repair skill level 50). Update: I can confirm the Vault 22 method worked for me successfully recovered Rex (on PC). I have not had this problem myself so cannot test. Fallout Wikia has some tips on recovering lost companions who do not appear in either their original location or the Lucky 38.

Fallout new vegas companion guide