Trace your pump from your pond, through your filter, and to your waterfall, fountain or pond inlet. A slow leak can drain even a sizable pond quite quickly, so carefully examine all of the hoses and surrounding ground for any indication of dampness.
Often times, a leaking pump will leak at connections or have a split hose where the rubber is kinked or bent. If your pump is submersible and in a separate container, cap the inlet and outlet hoses, and fill the container with water.
Wait a few hours and see if the water level falls. If it does, your leak is in your pump container and is a much easier fix than a leak in the pond proper.
Waterfall or Fountain Over-spray
If you have recently cleaned your fountain or waterfall, or cleaned out the pump filter, you may just be losing water in your pond to waterfall or fountain over-spray. Often times, a pump running more efficiently will send water under more pressure through your fountain or waterfall and cause intense splashing that, over time, will decrease your pond water level.
Examine rocks and other decorative elements around your water feature for any signs of significant dampness or splashing, and adjust your pump accordingly.
If your pond is a new installation, or if you have substantially changed the amount of sunlight or breeze your pond is subjected to by pruning trees or any other landscape change, you may simply be seeing the effect of evaporation on your pond. Cover one half of your pond with a tarp, secured well on the sides using stones or landscaping timbers to hold it down against the wind.
Refill your pond and keep an eye on the rate that it loses water. If the tarp substantially reduces the rate of water loss, you are seeing an effect of evaporation.
If it does not, and you have looked at each of the other potential issues, you may have a leak.
Liner or Form Leak
A liner or form leak is the bane of the pond owner's existence. If you suspect your pond has a leak and you keep koi or any other fish in your pond, remove them immediately.
A small leak can quickly become a large leak, and you can lose all of the water in your pond overnight. Put your fish in a separate container, and allow your pond to continue leaking until the water level levels off.
Your leak is somewhere in the newly-exposed portion of liner. Use a toothbrush to go around the circumference of your pond, cleaning the liner and looking for a pinhole or small tear just above the waterline.
Repair or replace your liner.