This could happen in your wallet, on an exchange like Poloniex, Bittrex, Yunbi, or from mining pools like Nanopool or Siamining.
The first thing you should do is see if the transaction was added to the Sia blockchain. To do so, navigate to https://explore.sia.tech and paste the transaction ID into the "Search by Hash" box.
If your hash is not found in the database, then the transaction has not yet been added to the blockchain.
It can take over 10 minutes, and sometimes over an hour during peak times, for your transaction to be added to the blockchain.
If you are withdrawing from an exchange or a mining pool, and you do not see your transaction in the explorer within an hour or so, please file a support ticket with the exchange or pool.