I'm 42 years old and I've permanently lost one knife. I was a kid, it was a cheap little fixed-blade (still very cool to me, a prized possession). I had it with we when I was crawling around on some rocks at the edge of the water at the coast. The knife fell in between the rocks but the waves were crashing in and the knife was too close to the water for me to safely reach it. To make it even more heatbreaking was that I could see it between the rocks, just couldn't reach it. It's probably still there, slowly rusting away.
And then I've had 4 close calls-
Once when I was a kid, a little pocket knife slipped out of my pocket and into the chair at a friends house. I thought it was gone forever but his dad found it.
I also left that same knife somewhere that I was using it. I thought it was gone forever. But a week later when I was able to return to that spot it was still there.
I had a folder get pulled from my pocket at work when I lifted a large package with straps around it and one of the straps caught on the knifes pocket clip and lifted it out of my pocket. But it's likely I would have found it.
During some trouble I had with the law one of my knives was impounded. I thought there would be no way that the cops would give it back. But they did, eight months later.
Figuring out how not to lose a knife is a test of ones intellect. Don't give up, just think harder.
By the way, I just noticed that there's a thread on the next page entitled "Ever lose a knife".