What it means
Said when something has vanished in a way that feels almost cheeky, like it wandered off by itself and left you to deal with the nuisance. Most often it's for objects like keys, glasses, or the remote, but you can say it about people too when they've disappeared at a very convenient moment. It's strongly Australian in origin and still common in the UK and other Commonwealth English, usually with a joking, mildly annoyed edge.
Usage examples
"Where’s the telly remote? It’s gone walkabout again. I had it two minutes ago. Check down the side of the settee, yeah."
"The TV remote has gone walkabout again, I have checked down the back of every cushion in the house."
"Half the staff have gone walkabout the minute there is washing up to do, funny that."
"My bloody keys have gone walkabout again. They were on the kitchen bench a second ago."
"Ask Dave where the invoices are and suddenly he's gone walkabout. Lovely timing, that."
Where it comes from
It comes from Australian English. Walkabout was a colonial borrowing tied to Aboriginal Australians and used for going off on a journey away from settled routine. From there, gone walkabout slid into everyday slang for a person or thing that’s wandered off, usually with a half-amused, half-annoyed little sting.