I've lost two deer the same year that way. It was a tough one to swallow.
First was an archery mule deer, shot at last light. The shot wasn't optimal but I figured I'd give it the night as it was pretty cold. Found it at first light not far from where I shot him and there was nothing but some neck meat left.
Later that fall, I shot a whitetail in deep snow with my 25-06. Good double lung but absolutely no blood trail and quickly lost sight of the deer due to heavy brush. There was 2 feet of snow and the deer fell in a small depression in a meadow maybe 50 yards from where I'd shot it. I looked for that deer all day. Came back the next morning at first light and found it thanks to the ravens and magpies. The whole time I was looking for it I had nothing but a couple drops of blood to go with. All day I was focusing on the dense brushy areas and would only visually look at the meadow from a distance thinking it was flat and I could see everything... Well I couldn't, the deer was perfectly hidden in the snow. I walked passed it no more than 10 yards away several times but you couldn't see it until you were pretty much on top of it. The coyotes had left me less than half of it. It took me a while to get over those deer...
As for antelopes, I've shot 3 which fell in their tracks and one which took three rounds in the boiler room and just kept walking it off...