Since you didn't provide any details about the drive it's hard to provide any detailed steps to help you. The fallback thing to do is try it on a different machine - Windows and something else, too. Sometimes Mac or Linux machines might be able to see it.
If they don't recognize it, you're probably out of luck. There may be a specific utility for your flash drive that might help.
In my experience though, a dead USB stick is dead. It's not even worth the shipping to RMA it unless it's a very pricey model.