Oh no! I'm sorry that you're having to deal with this stressful situation just days before your wedding.
I'm hoping that everything is fine. I'm not sure if Immigration would be able to help you at all. You could try the airline, but they might not give very much information...just whether her flight landed or not, but you can always call to find out, it certainly can't hurt!
Was her ex-boyfriend picking her up in Tennessee? You could also try to see if the airline will tell you whether she was on her connecting flights, or whether there were any complications with any of her layovers. (Perhaps they were overbooked, and she took whatever bonuses they were throwing at her, to take the next flight out?) In any case, I would have expected a phone call or something...(But maybe her phone is dead, and can't find her charger, because they lost her luggage....Bad things always come in 3's, remember?!)
I hope everything's fine, it's probably just a simple mix up, and she'll be ready to walk down the aisle with you on Saturday.
Stay positive, but if too much time passes, you could find out about doing a "missing persons report"--check with the police on how to file one though, as I'm not sure which police department you would have to contact (California? Tennessee? Cities where she had connections??)
Hopefully someone else on here has better advice/more experience with travel horrors!
Good luck!