Were you transferring from one character to another, or from the vault to your character? If you were doing the former, check your vault in game. The app/web inventory doesn't always refresh right away, and when going from character to character, the items are deposited in your vault temporarily (it isn't actually a direct transfer).
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Yes from my Titan to my Hunter.
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Ok...whew they are in vault. I knew that and waited about an hour to see if they would show up before I posted and this is the first time it took longer than an hour for them to reappear. Thanks for the reply YapperFlapper.