What should function returning a reference return on failure?

I'm sure this has been asked a few times, but I'm still not sure.

I want to create a function to simplify getting a reference to a CMap in a
map.

This is what I do now in code:

std::map<unsigned int, CMap*>::iterator ThisMapIt = World.Maps.find(
ThisPlayer.Character.Map );
if ( ThisMapIt != World.Maps.end() )
{
   CMap& ThisMap = *((*ThisMapIt).second);
   // Work with ThisMap
}

Now, the map number should always be in the map, but I'm a bit pedantic and
like to check for all possible errors. I'd like to create a function to do
this like:

CMap& FindMap( const unsigned int MapNumber )
{
    std::map<unsigned int, CMap*>::iterator ThisMapIt = World.Maps.find(
ThisPlayer.Character.Map );
    if ( ThisMapIt != World.Maps.end() )
        return *((*ThisMapIt).second);
    else
        // What to return here? A reference can't be null!
}

My alternative is to return a CMap* and return NULL on failure, but I would
rather deal with references so I can use . instead of ->

Any suggestions?

I guess I could return a CMap* and in code do:

CMap* MapP = FindMap( ThisPlayer.Character.Map );
if ( MapP != NULL )
{
   CMap& ThisMap = *MapP;
   // Work with ThisMap
}

if I really have to