Depending on what kind of money order you used you might be able to go to the place you bought the money order and show them the reciept portion of it to prove you actually bought it. Then you can tell them that your money order was lost. Im not sure what processes you would have to go through but I know when cashing a US Postal service money order the clerks check a book to see if it was lost or stolen, so im assuming they would put some kind of stop payment on it or something.
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