"I remember getting a check in the mail"
Having your hands on the envelope constitutes constructive receipt of the distribution for tax purposes, so it needs to be reported.
If your intent is to roll over the distribution, the IRS provided Revenue Procedure 2016-47 which is new self-certification procedure whereby the custodian receiving the rollover can allow the rollover to be completed after the 60-day deadline if your reason for missing the deadline satisfies one of the listed reasons: https://www.irs.gov/pub/irs-drop/rp-16-47.pdf
In your case, 3.02(2)(b) would apply:
the distribution, having been made in the form of a check, was misplaced and never cashed.
If the check is actually lost at this point, it should be possible to get the issuer to reissue the check.
