Well, there was this one time I lost my virginity... I never did get that sucker back.
All joking aside, I've lost countless items, but the funniest is the shin guard from my friend's suit of armor, which he let me borrow for a high school play. All the pieces were numbered and I had this sheet I used to make sure all the pieces were there (yes, I am that anal.) I checked everything off and it was all there in my car before I left to go return it to him. When I got there, no shin guard. Piece #111 and it was a bitch to replace.