If it's at a local bank, or even if you made the loan at a local branch of a national bank, chances are they have the title filed right there. I'm not sure how auto finance companies do it.
The first thing I would do is get a hold of the leinholder, find out where the title is, and see if you can get someone to physically put their hands on it. Titles do get lost, and it takes time to get one replaced.