Search his home as well, especialy if you use a lose substrate (ie aspen shavens). Twice I thought I lost my corn snake and both times, he never left his cage, yet both times, I took all the furnature out and sifted through the aspen and couldn't find him...he was just very fast and moved to the other end of the tank while I searched the far side. Either that or he found a pocket dimension to hide in. The first 'escape' was why I called my corn, Copperfield.
Also, check any crevise, ledge, or space that is about half your snake's length above the floor. I would start from his home, the shelf it is on (or table etc) and work your way down to the floor, then follow the nearest wall, checking behind, underneath and on any obsticles you encouter. Crawl on the floor while you do this. Anything that is a quarter inch or bigger, is likely big enough for the snake to get into.
Others have suggested putting a layer of flour or starch by the doorways so you can see if the snake left the room during the following night.