Open Question: What's going on, where is my money?

I have been awaiting a direct deposit that was transmitted Thursday, naturally frustrated I called the bank this morning and asked if they have any record of incoming payment whether on hold or pending, they have nothing. I then called the source who said it was sent to the bank first thing this morning, yet the bank has no record of any incoming deposits or other wise. What's going on, where's my money? The source is not the problem, I know they sent me the money, it's on the banks end.