Lord of the Rings: Return of the King on GBA. My brother had it in his GBA SP, and his SP went missing somewhere in the house (most likely our dad cleaning up) so I lost what was one of my favourite games at the time. Kept hoping it'd turn up somewhere in the house, or that I'd find another copy in some game shop, but I never did (this was back before I had access to the internet).
Also lost my disk for Lord of the Rings: Battle for Middle Earth 2 Expansion Pack: The Rise of the Witch King for PC more recently. I think it's probably in another case, although I've checked all of the game cases I come across. Could potentially be in one of the CD cases, but I can't be bothered going through all of them considering I have around 300.
I lost a majority of my games. Some were shipped away, some destroyed, some missing. One of my favourites was Hamtaro: Ham-Ham Heartbreak. I lost that one twice before I could finish the game. And now I want to play it again.
Pokemon Mystery Dungeon - Explorers of Sky, two days after Christmas even. I still look at the place I might have lost it to this day. It always gives me a sense of sorrow. huhuhuhu
I lost quite a few of my old DS lite games all at once ><
I was coming home from school with them and they fell out of my bag.
So bummed. I lost AN Wild World, Bratz (Don't judge me cx) uh..Pokemon Pearl and Tomb Raider:Underworld
Paper Mario Sticker Star
Mario Party DS
Littlest Petshop Garden
One of the two Kingdom Hearts DS games. I forgot which one. They both belong to my brother and one is missing.
I actually had another game I lost, Shin Megami Tensei Devil Survivor Overclocked, but I found it an hour ago in the box of the first Adventure Time game
A lot of old Gameboy(and its successors) cartridges, mainly because they were so small and I never had enough cases for them and whatnot and I moved em around a lot : <