I've lost a few things I could never find again.
In my first year of High school, my Game Boy Colour was stolen. I think it had Pokemon Silver in it.
When I was visiting Canada, I lost a tamagotchi.
And more recently, my favourite hat. Though thankfully I had a spare (which from time to time plays hide and seek with me)
I know the thread specifically states things that you never find again, but things I keep losing and turn up again also include Playstation 3 and 4 controllers, various chargers, my phone, my MP3 player, and my wallet.