I've lost so many knives.
One of the worst losses to me personally was my Tekna skeleton blade button lock folder when I was young. It was my baby and I lost it somehow farting around on our farm. God knows how many untold hours were spent looking for that knife. I still find myself looking for it, though I lost it over 15 years ago.
Another tragic loss was my Spyderco FRN Walker, which was my favorite EDC for a long time. I lost it walking back to my cabin from a bar in Okoboji Iowa, and spent a really, really long time looking for that one as well. I had given up trying to find it until I was walking back from the same bar months later and noticed something shiny on the ground. Sure enough, it was my knife. It had rusted a bit, and pitted a little bit but was otherwise no worse for the wear. I retired it soon thereafter, because I couldn't bear to lose it again. I still have it.
The most expensive knife I ever lost, by far, was my Benchmade Osbourne (940?) I was at a party at a friend's house and it started to get rough. A couple dudes were out of control drunk, smashing chairs against the wall and making huge asses out of themselves. I knew I had to go "hands on" with a guy, so I stashed my knife underneath my buddy's bar before I got into it. I didn't want to lose my temper in the fight and end up stabbing somebody or otherwise get into trouble with it, so I got rid of my knife. I ended up dragging the dude outside and beating his ass in. We threw him in a cab and sent him on his merry way. I went back into the party and totally forgot about my knife when I left. I called my friend the next day about it and he couldn't find it. Evidently some prick saw me stash the thing and decided to snake it while I was outside playing "Roadhouse".
What really made this expensive was not the cost of the lost knife itself, but rather the cost of the subsequent knives I bought to try to replace the hole in my pocket. That was the incident that really intensified my knife collecting habit. I couldn't find the exact same knife I had (with the green handles) so I kept buying more and more knives, until my collection started to snowball into this enormous money sucking addiction.