1) Dial *#06# and the IMEI will display on the screen.

2) The IMEI number is on the SIM tray.

3) You can also get the IMEI from the settings menu.

1. Open Settings
2. Then General
3. Then About
4. Scroll down to the IMEI number

4-5) You can also find the IMEI number in the Finder or iTunes applications:

1. Connect the iPhone to your PC
2. In Finder go to the General tab
3. In iTunes go to the Summary tab
4. Select the Number under your device name or the device model to find the IMEI 

Try these for a lost phone:

6) From your PC go to this folder C:\Users\”User Name”\AppData\Local\Apple Computer\iTunes. Look for a file named iPodDevices.xml, it has the IMEI number.

7) You can also logon to Apple:

1. Go to appleid.apple.com and sign in
2. Under devices you can find the IMEI number