Go to the taverns and look for "Travellers". They will tell you, for a modest sum of denars, where your companions are. Sometimes they are waiting in different cities, sometimes they are sitting in a dungeon somewhere rotting away.
If they are in a Dungeon, you can sneak into whatever town they are hiding in, bribe the prison guard, go in, talk to your companion and recruit him once again, without even having to fight him out!