Since your bank doesn't have a record of it and assuming you are somewhere in the U.S. or Europe and it's the afternoon/early evening I think it's fair to ask your boss. I don't think it's a big deal especially if it seems to just be an accident and not that they didn't pay you because they don't have the money (and even if that's the case, it is a big deal). Just say that you didn't get anything in today and could you please get it in ASAP because you have bills to pay. I had to do this before. At my old job, I started as an intern and they considered interns to be independent contractors. So they paid us with actual checks, not direct deposit, and there was no schedule. Sometimes we'd get paid every week, other times it could be 3 weeks before we got paid. Our intern supervisor always told us to let him know if it went over 3 weeks or if it was the end of the month and we needed to pay rent or anything. It was never a big deal and we usually got the money ASAP. The annoying would be having time to go to the bank to deposit it but you don't seem to have that problem.

Yes, you call your boss. If your payday is on Sunday (which is kind of weird) then the bank should have had it posted in some form or another Monday morning when their bookkeeping department receives those batches.

By the time I called him at noon he had already called the bank. Their had been an error on the bank's end and I was paid by 3:00.

We're paid the 15th and 2nd to last of the month. If pay day is on the weekend they preset everything on the thursday or friday before.