How do you know something didn't happen to him? Sounds like you're pretty shocked and didn't see anything like this coming. He could be hurt or in trouble...he could have sustained some kind of head injury...I would think he would have left you a note if he was just wanting out of the relationship. I think you should contact the police ASAP, if you haven't. Even if he just left you should cover all bases and let them know.
His family hasn't heard from him? His work? I hope he is alright.
My heart goes out to you. Do whatever you need to do to take care of yourself- welfare, etc. I hope you can resolve this and find peace soon.