Have you looked to see if the household is in Manage Households? It's up in the right corner of the map screen.
Look at your My Household tab, which should automatically be selected, to see what families are in-game and what town they are in. Then go find them in the town they are in and select them to play.
Maybe you saved your game playing one household and then switched to another household before exiting the game?
If that doesn't help, click Load Game to see what other saves you have to see if you can find the missing family?
Please Note: Sim families from another game save cannot interact with another Sim family from a different game save. To get them to interact with each other they need to be in the same game save.
-- To get the families all into one game save, go to the main menu and click Load Game for each of the families you want to save. Save the family and their house to the library and place them into one game save.