Now, the FBI has just created its very first iPhone app to help ease those fears.
It's called Child ID.
It's a place to store photos and vital information about your child.
You can show it to police officers and also with a couple taps, you can quickly email all that info to authorities.
They say all the photos and information stays on your phone, and that the FBI and iTunes will not collect or store any of it.
More information is available at http://www.fbi.gov/news/stories/2011/august/child_080511.