After 36 years of park-going and no lost items on rides, I lost a hat on Space Mountain in August. I don't usually wear hats, but my head and face were getting burnt from being in DCA the entire day before, so I bought that hat with the "Here you leave today..." sign on it to protect my head. And then IMMEDIATELY lost it on Space Mountain which was my first ride of the day. I know they always warn you on BTM to remove hats and such, but they do not warn you on Space Mountain! (But, really, I SHOULD HAVE KNOWN BETTER.)
Anyway, I know I could have and should have tried to get it back, but my life is chaotic and I am forgetful and kept forgetting to do it before it definitely became too late to get it back. I was just so embarrassed. I'm a seasoned park-goer, but an inexperienced hat-wearer, and those two things met and turned into a real dumb moment for me.
Also, not a ride, but when I was 12 and on a middle school band trip, I set my camera down in Adventureland Bazaar and walked away. When I went to get it at Lost & Found later, they basically gave me the third degree about every detail of that camera and they even exposed my film (remember film?), so while I did get the camera back, I had no pictures.