The budgie's curious, friendly and acrobatic. He loves to come out of his cage to play and follow you around the house. He's a little thing, too, and he can dash away through an open door or window, up a chimney flue or out a seemingly impassible crack. It's less frightening for you if you know what to do when your budgie flies away. You're going to want helpers.
Call and Follow
Call out to your budgie as he's flying; it may cause him to stop. If not, follow him and try to see where he goes. If you lose sight of him among trees, look for movement inside the tree, rather than expecting him to be perched on an outer branch. Stop calling and see if he calls out to you. He's used to interacting with you; he may call to you if he's nearby.
If you've lost sight of him, get helpers and search within a 1-mile radius. Most budgies won't fly far before they stop from tiredness. Call out your bird's favorite words, then stop and listen for his reply. If he answers, stand still and see if he comes to you, then cautiously put out your hand for him to land on. Be patient and don't make sudden moves, just as you did when you approached him early in your bonding.
Have someone stay at the house and leave a door and window open for him in case he does find his way back home. Maintain cell phone connections between searchers and home watchers so everyone can be alerted if he's found.
Familiar things and people are most likely to entice your budgie. Bring his favorite person, his cage -- with his favorite birdie friend in it -- and his favorite food and dish, millet treats and toys. If your budgie is nearby, he may be able to see you but is afraid to come out. Have his favorite person sit quietly with the items in sight. Be prepared to wait patiently, occasionally calling out or whistling softly.
After 24 hours, it's time to let the community help. Call local vets, zoos, animal control and Humane Society branches for advice, and ask them to keep watch for your budgie. Make "lost bird" flyers with a picture, a description and your phone number; take them to local vets, the police station and stores to put in display areas. Put an ad in the local newspaper with a short description and your phone number. Don't give up. Continue to place ads and post new fliers until he's found. People tend to notice when an exotic bird's around; there's little they can do if you haven't gotten the word out -- not just once but over the course of time.