Yes.
Each wallet works differently, so at a minimum to receive useful advice, we'd need to know which wallet you are using:
- Armory
- Bitcoin-Qt
- Electrum
- MultiBit
- blockchain.info/wallet
- something else?
The next thing that would be helpful would be the transaction ID. This would allow us to determine if the transaction was ever seen on the network, and would allow us to give you advice on how to re-broadcast the transaction (or remove it from your wallet) if necessary.