First place I would look is in the cage itself. Carefully sift through substrate, underneath papertowel or newpaper. Gently feel around for the snake. Snakes can move fast when motivated and escape notice if there is alot of substrate. My own cornsnake was able to hide in the aspen shavings so well I missed him many times on two occaisons when I thought he had excaped only to appear at night in his cage like nothing had happened. Next check the closet itself. A snake that small can be curled up anywhere, including shoes, socks, shirts, up on a shelf, in a cranie, etc. ALso look for narrow caps underneath baseboards where the snake may have squeezed into.
Once you have cleaned out every conceiveable location in the closet, search the room. Follow the baseboards before searching the center of the room. Check anything that produces heat (underneath a lamp that was left on, clock radio etc. Check clothing lying on the floor, folded on shelves etc. Check everywhere you can get your fingers into. (if the snake is smaller than the thickness of your fingers, check places you can't get your fingers in).