I've lost two (that I remember) and found them both. I undoubtedly have lost others over the years, but none since I became interested in good knives.
The first was a Schrade stockman that I bought in high school in 1977. I edc'd it for years and was quite attached to it. While fishing, the knife got knocked into the deep water of a large lake. A couple of years later, I got trained in SCUBA and was diving in that lake in the area I lost the knife. I remembered losing it, and started searching near the dock where I lost it. I found it! The open blade had a thick, crusty coating of rust that easily broke away. The blades are now black and have funny etch marks that make them almost look like damascus.
The second knife lost was a Benchmade Mini-AFCK that was my edc and all-time favorite knife for a long time. It was missing after returning from a fishing trip. I searched everywhere in my boat and truck to no avail. I finally returned to the boat launch late that night with a flashlight. I had no expectations of finding the knife buy just HAD to look. I found it!
The same Mini-AFCK came up missing after an afternoon at the skeet range. I looked everywhere and wrote it off as "lost." The following week when I was getting ready to head to the skeet range, I found it hanging in the mesh on the back of my skeet vest. The body of the vest is open mesh and it had snagged the Mini-AFCK's pocket clip and pulled it out of my pocket when I took the vest off.
It's an awful feeling when you reach for your knife and it's not there....
Take it easy,
Bob Scott