I lost many early Spydercos by clipping them in my pocket, probably one a year for 6 years. Learned my lesson there, now they can just roll around with the change in there.
I once handed a doorman at a bar my Spyderco Dyad to hold for me, because I didn't want to hike all the way back to my truck. I forgot it when I left, and upon returning the next day, no one could produce it. What can you do?
I haven't lost one in about 8 years though.
On a side note, I have a funny story. I went out shooting with a friend of mine who I rarely see one day. We took my truck. He had a really nice Taurus pistol with him. The next day he called and asked me to search my truck for it. I did with no results. Again, he called a few weeks later insisting that it must be in my truck, and again I searched and could not find it.
He ended up going thru a divorce and I have only run into him a few times since. One day I was visiting the local pawn & gun one day years later and talking with the owner (a mutual friend). I told him the story about the missing pistol. "Oh, he found it!" he said. I told him that I wish he had called and told me, since I had searched for like Hell for the thing. He told me that he was probably too embarrassed. My buddy who is rather short in stature, along with his parents, had went to his mother's house after I dropped him off. He apparently laid his pistol on top of the refrigerator, where it was found 18 months later.