Kicked back in the recliner one Sunday afternoon, and my dressed pants coughed up my knife. I, of course, did not find out until later that my knife was gone. After retracing my steps from the day, the recliner graciously returned my pocket knife.
A couple of years ago I lost a pocket knife while hunting. It was the last day of the season, and somehow the knife came out of the pack I was using, as I never trust thick clothing and cold hands with my small knives.

The next season I went back to the same tree, and after a morning hunt, while packing up my stand I spotted my knife under the leaves. It was rusted and ruined, but still it returned.
The most memorable loss was a Case that my children gave me for Father's Day several years ago. It left, never to return. The next knife that my son picked out for me came in two of a kind: one to carry, and one to keep. He learned that from me as I bought him Hotwheels. I bought two of a kind: one to play with, and one to keep.
The use of a good knife outweighs the potential loss, so I carry them.