I just withdrew some BTC from Mt Gox to address 1Mvk4YAtKZAP43wEhZ6ZQrTzLZwZzPxtTJ, transaction id 3dfa979af56ff061efbceed0dd7c9dc9fd8c774249544018f6bbf646323ff03b, but didn't receive the coins and the transaction isn't in the chain. Should I be worried?
Unfortunately Mt.gox has tendency to delay BTC withdrawals from time to time. Happened to me couple of days ago too. I tried to withdraw 1.8 BTC to another address but the transaction didn't show up in the block chain. Eventually it did, something like 12 hours later. I heard other people have waited for days for their withdrawal to complete.
I recommend to open a ticket just in case, but realize that this is not uncommon. Hope this helps ;)