Losing a phone is never a fun thing to have happen. The iPhones do have the Find My iPhone feature: http://www.apple.com/icloud/find-my-iphone.html However, your phone does need to be powered on in order for this to work. If the battery is dead there is unfortunately no way to locate it.
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Hello, lilolkrista and can track your phones last known location using Find My iPhone. Please follow the steps in the link below.