Might be helpful to know what the general situation is; such as (but not limited to) why is this character so important to the story? What's going on?
General suggestions though:
1. He received a Sending from someone he knows, demanding/requesting his presence somewhere for something important. Possibly something terrible happened to his hometown/family/liege/organization/home/whatever back home or elsewhere. Politics or inter-family matters/duties/whatnot might require him. The acquiantence/grandfather/aunt/guildmaster/whatever might then Teleport in and then Teleport away with him.
2. A runner arrives in town and has something similar to tell the PC, and he has to leave town post-haste to attend to the matter.
3. An old enemy/rival/whatever comes after him, and as soon as he hears that person is in town asking questions about someone of the PC's description, he knows he has to get out before he gets stuck in a duel to the death or something. Maybe this enemy/rival/whatever is much stronger, or just really dang sneaky, and the PC knows that his allies wouldn't really be any help in preventing this foe from murdering him or something. Or maybe the enemy is just someone that he can't afford to pummel or slay, like a prince or the son of a rich noble/merchant in his family's hometown, and the PC knows that his family will be the ones punished if he fights this annoying foe.
4. A mysterious figure, or perhaps a celestial, a paladin, a fey, a dragon, or a priest of the PC's religion, approaches the PC and demands/requests he come with them, it's really important maybe. Perhaps he's been accused of a major crime and must accompany the paladin/whatever to the capitol or the town of the 'victim(s)', to stand trial or something. Maybe someone in his family, an ancestor even, owes this individual a favor and they intend to have that favor fulfilled, now, by the first member of the family that they find who might be able to fulfill it. Which happens to be the PC in this case. Or some other task revolving around this unknown visitor.
5. Some experienced rogue or evil mage sneaks/teleports in and kidnaps the PC, spiriting him away elsewhere. The other PCs don't know where he disappeared to, but there's some evidence or other reason to suggest that he was kidnapped. However, something keeps the other PCs from pursuing him right now. Maybe it's a warning note, or maybe something else lets the PCs know that the kidnapper won't hurt the PC, or maybe something more important has come up, in need of more immediate attention. Or maybe someone else takes up the search, some local paladin, constable, or whatever. I dunno.
6. He runs afoul of a cursed item, maybe something he bought in a marketplace, or something he found on the street, or something. The item drives him insane, or makes him insensate, or turns him evil, or makes him delusional such that he wanders off. Perhaps he needs to be left in the care of a local priest, or maybe he needs the help of a more powerful fellow in another town, far away. Or something. Maybe it's no run-of-the-mill curse that anyone could cure with Remove Curse or Break Enchantment, and that might be why he needs special help in removing it. Or maybe, if the curse just turned him evil, he leaves when no one's able to see him go, and the PCs just don't manage to find him soon, and other stuff needs their attention. In that case they probably don't know why he left or where to. But eventually he gets cured and returns.
7. One of the gods demands a quest of him, or something, and he vanishes at their bidding.
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