Q: Where are people most likely to get lost?
A: The Great Smokies
The online version of the August issue of Backpacker Magazine has an outstanding article that offers 33 essential tips to remember if you or your partner goes missing, including "ways to stay found," and what to do if you do become lost. I highly recommend reading this; whether you're a hiking newby or a grizzled outdoor veteran. Hey, everyone needs to brush up on this invaluable knowledge every now and then.
The magazine also published a pretty good video on how to get "Un-Lost" using a GPS and a topo map.
The typical person who gets lost is a male, age 38, hiking solo, during the months of July or August, in the mountains, and often lacking a map and/or compass.
Finally, Backpacker posted a very interesting Q & A with SAR Statistician Robert Koester. Koester has spent the past seven years creating the International Search and Rescue Database. With 50,000 documented incidents, it's the largest, and first, compendium of its kind in the world. He uses the data to analyze risk, and predict who will live, who will die, and, most importantly, where lost hikers may be found.
Further reading: Top 10 Items to have on a Day Hike