You need to use the progressive form: Was anyone looking for me. This is because you have two actions in the past and they were happening at the same time and the second action had a certain duration. You were away, and at that same time someone was looking for you.
In a different situation, you didn`t go to a party your friends went to. You could ask: how was the party, did anyone look for me? In this situation, you have a single action in the past and it is finished. There is no need for the progressive.