Yup, you always got to look. Even if you're sure you missed, you just never know.
I was hunting one time and had two does walk in. Lined up with the 30-06 and bang. Of course I can't see after the recoil and then I see two does run up the hill and stand there watching for 3 to 4 minutes. I was like, WTH, how could I miss at 50 yards. Forget the wait time and walk right over and look for sign. There is a dead doe right where I shot. Apparently, mine fell right over before I could recover and see it and another unseen doe was bedded in the tall grass already that I didn't know about. If I wouldn't have looked I would have wasted her, or feed a lot of wood critters.