Coffeey, I (no offense when I say this) doubt that they despawn. There are times, in November - December, where I wouldn't be on for 2-3 weeks in a row. My sheep and chicken never despawned during that time.

And so 1337's idea is supported, I have used a similar approach. My first layer of perimeter block is smooth stone block. Then I do 2 high of glass, then a stone block on top of that. Horizontal with the top stone block, you put a dirt roof. Make sure that the walls are two units thick. So you'd have a wall with two stone block thickness on the first unit high, and the next two up are two thick of glass, then two thick of stone on top of that. My animals never glitched into the wall. Namely because you can't suffocate in glass (I'm not sure why that is, but it just is, so I've read, and it works). For chickens, you can subtract one glass height (since they are smaller than a single unit). But yes, if you want the farm look you should put fence post on top or something. I just made a sheep sky scraper and a chicken sky scraper (11 levels of sheep, haha, and 5 of chicken).

duns coffeey is right, either someone killed them or they despawned. It happens, maybe not to you man but it happens to me all the time.

Mobs despawn if no player is within 128 blocks from them. This applies when you log out as well. I don't know how to fix this other than play 24/7. <object class="emojione" data="https://resources.enjin.com/1489581540/themes/core/images/emojione/svg/1f642.svg?0" type="image/svg+xml" standby=":)">:)</object>

What about dogs or wolves?

they are safe will

Thanks +++

well.. thanks for the ideas.

They don't despawn when no one is around. As I've said, mine haven't. So you know, there is no other signs of activity anywhere within at least 600 blocks of where I am. As well, when I log out sometimes there is a creeper at a certain place (idk, in front of me for example). When I log in, they are still there (and sometimes will disappear a few seconds later depending on the time). Sometimes I'll log out at night, and log back in at day time and all the zombies around will start dying. There are plenty of pigs around that are still there when I log back into the server, however they have disappeared at the same time that my sheep/chickens disappeared (coincidentally with an attack, pluggin update, or etc.). And, considering only a few people have ever been to my town (as it's still under construction and not very appealing), AND both of the farms are in buildings with protected wooden doors that only I can access, I highly doubt someone attacked them (in fact I can pretty much guarantee that they didn't despawn or get killed, seeing how I could log out for several weeks and that I KNOW that no one was there constantly to "keep them alive by being within a certain amount of blocks"). The 1.9 pre-release, or the 1.8 (I forgot which) eliminated neutral mob despawns. However, such mobs still spawn (although a limited number of natural spawns, unless you get a spawner or breeding farm).

EDIT: here's a link too, to a forum page on MC just about this. http://www.minecraftforum.net/topic/725231-animals-cant-despawn/

lol @ all the dislikes on the people saying that they despawn. someone doesnt want to face the truth...

lol Coffeey, I got disliked too for just stating what happened at my farms. I guess someone did a random dislike every post thing (has happened to me several times now, as you can tell by my negative, haha).