I've never lost or misplaces a gun as of yet. I have misplaced a fully loaded magazine a couple of times though. Didn't feel like I freaked out over it, just got a little mad at myself. I found them, but it still didn't make me any happier about losing track of them.
I used to work at a gun shop part time and one of our customers walked off and left his gun, in the case on the counter after shooting on the range. One of the other guys noticed the case and we opened it up once we realized it didn't belong to anyone who was standing around in the store. Inside was a $1500 Kimber 1911 with custom sights, Crimson Trace lazer grips and 5 magazines. All total there was around $1800 dollars worth of gun and upgrade in that case and the case itself was worth a good bit I'd bet.
We remembered who was shooting it and looked up his contact info from the range safety liability forms he had filled out long before and I called him. He was all the way home and had still not realized he had left the gun there. He was very happy that we had it and would hold it for him in the vault until he could come and get it.
I just don't understand how that happens.