As you know, 401k is a retirement plan in which your employer takes pre-tax dollars out of your check. (Pre-tax means you don't pay payroll or income tax on that money.) The employer turns the 401k money over to a company that specializes in 401k investing. That company should send you statements that show your account balance. It's possible that the 401k investments went bad, but the 401k company should have ample documentation that shows where the money was invested and how it lost funds. If I can suggest, call the employer back and ask them to provide the name of the 401k company, or provide the documentation of when and where the money was invested and how the current balance came to be zero.

How long were you at that job? Were you 100% vested? Why weren't you receiving statements for this 401k account? I would definitely hunt down the administrator of your account. (Your employer only submits the 401k monies to a third party who then invests the funds.) Did you believe that you had a significant balance? Some companies require you to rollover the funds or cash them out after a certain timeframe. Good luck - I hope you do well.