You may need to go there and sign a HIPAA release, if you haven't already done so. Some hospitals require a specific release for psychiatric care. I wouldn't assume they lost them at this point. Sometimes with healthcare providers, you need to be persistent. Your new doctor will also have you sign a release to allow him to get the records. Just be persistent.
Actually most hospitals are not required to keep records forever, usually only long enough to ensure your continuity of care. This 'retention' period varies by the type of record, but is generally around 10 years or so after care is rendered, due to CMS requirements.
I am licensed in New Mexico and Pennsylvania, and therefore any discussion of issues related to other states must considered within that context. In addition, my comments are not intended to create a legal representation but merely to respond to the limited facts presented by the question. Any opinion herein is not meant as a precise statement of legal rights or as a recommendation of any particular course of action. A more complete legal review can be obtained through local counsel.