Mitch, A steam boiler can lose water in a few ways:
1) A return line that is under the floor leaking. If you don't have any disregard
2) Lots of bad air valves. if your system is one pipe steam and you have air valves at every radiator that are bad and leaking steam. This I'm guessing is not the case because you stated that you see no visible leaks.
3) A hole in the boiler above the water line. This would leak steam which would go up the chimney and you would never know you had a leak. Fire the system to the point where you have steam and look at the chimney see if you have any steam escaping. This happens quite often in fact I'm changing out a steam boiler on Monday that has this same exact problem.
Good Luck, Plumbertom
You could look at the chimney and it may be obvious that there is steam coming out at the top. Or you could just fill the boiler up past the top of the glass, and up until it comes out of the relief valve. Then see if you get water leaking from the boiler. Try this first, because it's very hard to find a leak underground. I will explain it if you find that there is no leak in the boiler. PlumberTom