The same thing happened to me when I was in the USA travelling in 2002. I have a BOI account. I went to a FleetBank machine, it whirred a bit, and hey presto.... no cash.
The story is you have to contact your account-holding bank which then liaises with the bank that owns the dodgy machine. Apparently it is easy to find out if the machine was faulty, and this happens quite a lot.
It took me four months to have the money put back into my BOI account, but that might have been down to the cross-Atlantic factor. I wouldn't worry too much, just contact your bank asap.