Transaction went through, but Contribution missing
Rob,

Since you're processing a lot of transactions I think we can assume that there isn't an issue with CiviCRM or the payment processor or gateway.  We have seen this occur with our clients with a variety of payment processors and generally we recommend not spending much time researching unless it starts to happen regularly. 

I do recommend that create a daily reconciliation report (you may have already done so) that gets emailed to out accountant each morning so that the CiviCRM transactions and the payment processor transactions can be compared.  For larger organizations something like this is required by their auditing practice.  Ensure the CiviCRM report uses the same time cut-off as the payment processor.