Ever had a friend go missing before?

A friend of mine, Penny supposedly ran away from 집 tonight. I was at a park, on a 그네, 스윙 with my Ipod, basically just relaxing in the soft rain when I suddenly have this flashlight being directed at me. I thought it was cops and was about to jump up and run xD But it was a boy who turned out to be my friend's brother. He told me that she got upset about something (Most likely making it less than it really was from what Penny has told me earlier) and walked out. She's been gone for about an hour.

Now, she's told me that she's been having some trouble with her family, and with going through the same thing, I can understand. But I am worried, because she is evidently very upset and I'm not sure if her running away is a usual thing. Plus there's the fact that it's dark out, and it's cold and raining. So I am worried :/

Has anyone ever had a friend do something similar?