My files are disappearing when I save them.

I use a Macbook Air by the way. This has happened to me twice now. The general process is that I am working on something and then I save it. Right afterwards I open a different file in the same program (I didn’t save when closing this second file, I don’t know if that has anything to do with it) and then when I go to open the first file again I can’t find it. I would be so grateful if you could tell me how to recover my file, I worked really hard on it and I don’t want to recreate the whole thing. If you could also tell me how to prevent this from happening again that would be great.