Are you shooting too far forward, missing the lungs? A double-lung hit deer will bleed profusely til it's death. A flesh-wound will stop bleeding. Brisket shot or low flank? Gutshot deer are hard to track too as often there ain't much blood. Practice shooting more and in the field, relax and concentrate. MAKE THAT SHOT COUNT!!!

A lot can happen with a blood trail. Most are shots that don't quite hit where you think they do. It has happened to me and i lost a real nice 6 pointer. Some ammo doesn't work as well as others. I switched from remington to federal power shock or vital shock and found that, in my own opinion, it seems to do more damage to vitals. Also, when using a rifle in a larger caliber, it is ok to shoot the front shoulder. Rifle's usually penetrate the bone very easy and tear the vitals behind them up. Plus with a shattered front shoulder the animal has a harder time getting away than gut shot or in the rear leg. They tend to stumble more or not even able to run at all. Don't shoot to high, maybe change your ammo to Federal with the barnes or nossler tips (They are a little more expensive), and be patient. The worst thing you can do is get excited and blow a shot. Again, i am speaking from experience. Just remember all the fundamentals and it will come.

So far the focus has been on shot placement, which I agree is vitally important, but it is also possible that you are not using enough gun. You did ask what you were doing wrong, but did not mention the caliber of your rifle. IMHO,.243 Win. should be the minimum for deer. An old rule of thumb is 1,000 ft/lbs of energy on the target.

It is common for a bread-basket shot in the guts to plug up with a chunk of fat. I once hit a nice whitetail buck in the guts just as he jumped. I was pretty sure I tagged him but it didn't leave anything to track. Could definitely smell the guts at point of impact. There was no snow and I looked up and down the hill for a hundred yards round. Finally gave up, went to the top of the mountain and killed a dry muley doe. Made a pack out of her (won't tell anyone how to do that - it's murder on the shoulders!). As I was bringing her down the mountain I literally stepped on that buck laying dead. He was gut shot and never left any blood till he fell.

If you miss the lungs/heart shooting too far forward, you'd likely at least take out a shoulder. That wound would rarely stop bleeding as the deer would aggrivate it with every step. Same with a ham shot. I agree that, while a .243 is adequate (except in brushy situations), it is a bit on the light side. I've sometimes had trouble keeping deer down with a 30-06 (e.g. the story above).

If you don't knock down your deer then, yes, you run the risk of someone else who does the job taking it. I have cleaned up for several hunters over the years. I never took an animal that was hit well enough to end its life eventually. I'll not finish off another hunter's fatally wounded animal unless the hunter is out of sight or is incapable of doing the job himself. It is not ethical to let anything suffer a moment longer than necessary.

243, is the smallest caliber "recommended" for Whitetails, I consider it to be marginal. especially if you do not hit perfectly. Get your self either a .270or 30/06 30/06 has more bang flops than anything smaller. ( on the Battlefield too.)

Of course, they stole your deer. Here, it is expected. I even heard of the sheriff taking somebody's deer. Always hunt with a partner.