I presume you mean oDesk automatically withdraws money to Paypal?
Have you had then usual email confirmation from oDesk that the withdrawal was made (assuming you are set up for email alerts)? If so, I'd start with Paypal support. If not, I'd start with oDesk.
How abnormal is this? Meaning, how long does it normally take to show up in Paypal? (With my European Paypal account it takes seconds). If Paypal can't trace any request, then go back and ask oDesk. of course, one might keep referring you back to the other in an endless circle..
