I had this with Citi recently and it turned out they had deposited the check within a few days of my mailing it, though it took a month for them to dig it up. Ask whoever wrote the check for you to check on his end if it was deposited. If it wasn't, stop the check and mail out a new one asap, and ask Amex to put a note on your account that you are doing this and that if they happen to receive/find the check they should not deposit it