It might also be wise to make a block-based backup of the card. On Mac or Unix systems, you can use the dd command. I have no idea if there are alternatives on Windows, though.
If you don't see the file, then your card's partition table might not have been updated with the file info. However, your file might still have been written to the card. Think of it as a chapter in a book without an entry in the table of contents. The content is there in the book, but you can't easily find it without the missing entry in the table of contents.
I actually wrote myself a little program some time ago that searches a disk (or disk image created with dd) for all data that looks like a WAVE file. It then backs up that data to new files on another disk. I was able to restore files that I deleted with this method.
Which operating system are you running?