The game does drop hints in the WoR as to where a few of characters are.

(SPOILER)
Sabin --> The folks in Albrook don't mention him specifically, but the one guy does tell you that the sparkle in your (Celes) eye reminds him of somebody who just happened to go to Tzen.
Cyan --> Practically a dead giveaway. The bird flys to Zozo and then up Mt. Zozo.
Gau --> When you find Cyan, he mentions that he saw Gau on the Veldt.
Mog --> Upon entering Narshe, the Lone Wolf mentions that there's only one Moogle left.
Umaro --> Mog says that Umaro is in the mines somewhere, so there's a general hint that he's in the Narshe area. Not the easiest to find if you don't think of Tritoch, but that's the point, right?
Strago --> No hint as to where he is, but he's easy to find at the Fanatics Tower. Don't recall who it is, but somebody you talk to mentions that the followers can only be saved from the brainwashing by somebody they love. That would mean Relm. Don't think there was any real giveaway as to where she is, but common sense would lead you to Owzer's place.


That's off the top of my head. That gets you most of the characters back. The remaining ones really don't give you much clue, but you can mostly piece it together. It was kind of nice that they made you piece it together on your own, rather than make in linear.