What happend to the pearl?

A very good question! According to what I read, Katniss had in her belt when she was in the capitol the pearl and other things in the parachute and I think she had them while the explosion in which Prim died so I think it was lost there

Katniss kept it!! She still has it somewhere...

The pearl was symbolic of Peeta himself. Katniss kept it with her as a representation of him while he was not with her and it also represented the Peeta inside of the tortured mind (the sane Peeta lost inside of the insane one, struggling to get out). When Katniss undoes Peeta's handcuffs before the Battle for the Capitol the keys clink against the pearl in her pocket (symbolically locking the pearl there and symbolically locking Katniss and Peeta together).It isn't mentioned again because there is no need to use symbolism to connect them anymore after that point. Following the Battle for the Capitol, where we might presume the pearl was lost, Katniss belonged only to Peeta - she could not love Gale after the explosion that killed Prim because she believed it was Gale's design. Making sense? So quick recap, the pearl represents Peeta during the time that he and Katniss are kept apart (Peeta is always with her), but once Katniss belongs only to Peeta (and has no one else to need or want; i.e. family or Gale) the pearl disappears and Peeta is represented by Peeta. . .

I also like to think that it represents the fact that Katniss was always in love with Peeta; hence, Peeta is always with her, even when she is thinking that Gale is her only option romantically.

So to answer your question, the pearl probably disappeared or was destroyed when Katniss no longer needed it.