Issue with thermostat for ac

Is it battery operated?

If not than it needs power from a 24volt wire. If you have a split system (http://www.thermal-medics.com/a-c-image-glossary/)there may be a 5 amp (or so)fuse in the air handler or on a package unit (http://www.thermal-medics.com/a-c-image-glossary/)in the electrical case.

Did you have any power interruptions lately or surges that may have poped the fuse?