Same thing happened to me.
Sent $6000 USD
2 weeks later same response 'they are trying to locate it'.
Spoke to my bank, did a trace, discovered they middle bank changed it to JPY for the fun of it. Gave the new JPY total, and MtGox found it in 30 minutes.
Now, its been 3 days, they still have NOT put it in my account.
They admit they located the deposit, said it will be in the account soon ... 3 days later .. and nothing!
Seems like I have to do a trace as well. They used to be my "go to" exchange, but now I'm not sure whether they can be trusted anymore or not. So disappointed.