After you submitted your order you would have been given a reference number, this is then emailed to you. If that didn't happened and there's nothing in your order history I'd say the order never went through. I wonder if your card was refused, ring your bank to make sure no money was taken then reorder.
Did you receive a confirmation e-mail at the time of your order.I have dealt with Amazon for quite a while and I have always received confirmation of my order immediately.