A-Best: When you log in and start any new game it'll ask you for a save location. Usually it's your hard drive. Make sure you select whichever save location when you continue later, as otherwise if you choose a different one it may not show up. ... So maybe it's on a memory card or something instead?
***Barring that, if you DIED last time and saved, you have to start over.*** You'll still have your level and all but saving after you die erases your progress in 72 hour mode. It's best to not save and just start from your last save point, when you die.
Many people do that and wonder where their save went. The good news is you keep your level and power-ups, so if you were level 10 when you died, you start over at level 10. The game's a bit easier on a repeat playthrough this way. Just make sure you don't save after you die if you want to continue on in the same 72-hour playthrough. (It's like saving your death, if you will)