You can try here - they will check for individual life ins. policies that were underwritten within the past 13 years for a fee. ($75.00)
Policy Locator | MIB Solutions, Inc. | How to find lost life insurance,Search for lost life insurance,Lost insurance policie
You can check with his employer to see if he had group life ins.
Do you know the name of his agent - such as for car ins., homeowners ins., etc. They might also have issued him a life ins. policy.
Do you know if he had a lawyer or financial advisor/planner helping him with his financial planning - they may know something.
Was everything taken - might there be some bills from an ins. co., correspondence from an ins. co., checks written to an ins. co., etc.
Was there a will that life ins. might have been mentioned in though life ins. passes outside the estate & goes to the beneficiary (person) named in the policy. (unless estate is named bene)
Did you ask any family members if he ever mentioned having life ins.?
These are some suggestions.