Luckily I haven't lost any lights yet.
But I've misplaced my Olight S1 more than enough times. I think cause its so small and with the magnetic tailcap, I sometimes stick it in different places. Then once in a while I'll turn it off and forget to pick it up (especially when I'm using the light to retrieve things or do something else so my mind's not on the light)..and for a few hours I'm looking for it.
The dumbest was I place it next to my charger to top off the 16340, and went to do a house chore or two. A few hours later, I forgot I was charging the battery and couldn't find the S1 in the usual place.
The longest I thought I lost it was a day.
Kinda strange that while the Olight S1 is my pocket EDC, I hardly actually use it. Especially when I'm at home, or if I'm going out till after dark, I'll always grab another light instead (mostly my Zebralight). But I think I'll miss the S1 the most out of all my lights if it goes missing. I love the feel and size of the S1 so much.