Did you save Mog in the World of Balance?

If you head back to Narshe after the MagiTek Research Facility you will find Lone Wolf, the pickpocket, at the building on the right hand side of Narshe with all of the treasure. He runs away when you spot him and you chase him through the mines and back to where Tritoch is sitting (where Terra turns into an esper and flies off). Lone Wolf is holding a moogle hostage. If you stand still, the moogle squirms and kocks both the moogle and Lone Wolf onto opposite ledges. At this point you have to chose between Mog, who will join your party if you rescue him, or Lone Wolf, who will give you a Golden Hairpin.

If you didn't save Mog in the World of Balance then you can't get him in the World of Ruin.