I've lost a handful of Game Boy/GBA games in my time. The only ones that immediately come to mind are a Bomberman game I can't recall the title of, and my GBC copy of Donkey Kong Country.
I've also, at one point or another, lost nearly every game in my SNES collection. But, somehow, they've always managed to find their way back to me.
I've got a friend, though, who is terrible at keeping track of his games (doesn't put them back in their cases) and he's lost tons of games.
He's also made off with my copies of The Prince of Persia: Sands of Time, MGS3: Snake Eater, Naruto: Rise of a Ninja (shut up, its a good game), and a few anime DVDs.
But on the other hand, I've still got his copies of Crackdown, Guitar Hero 2 and 3, Lost Odyssey, and Assassin's Creed.
So, I guess we're sort of even...