I don't borrow out anything any more. I did when I was a kid, but only to my cousins, so I always knew where they were.
I have a few stories:
1. I thought I had lost the soundtrack disc for my Castlevania 25th Anniversary collection. Couldn't find it for a month or better, and had recently moved. Looked online for replacements, only to see that set going for $90-100 and felt so bad for losing it. Then a week or so later, I was going through PC games and found it in a random jewel case to my extreme relief.
2. I was scanning discs for all my PS2 games, when I got to Tony Hawk's Pro Skater 4. The disc are missing! As far as I could remember, it was never borrowed to anyone. So I dug out my PS2 and powered it on to check the drive, nothing. I searched around and checked another PS2 I had laying around and nothing. I remembered my Sister also was a big THPS fan and asked her about it, and she said she hadn't seen it. Then I decided to look through her PS2 games annnnnd (other than discs in cases they don't belong to) nothing. I gave up for a bit then one day decided to look again and found it inside the case for one of my sister's DVDs... because she has a tendency to take one thing out of a drive and put what ever was inside into the case she has in hand (usually something else completely).
3. I used to swap NES games with my cousin all the time. When I was High School I (stupidly) decided to sell off my NES games and console. I gave my cousin any games I had borrowed and then sold off my games. Years later, I was at his place and looking at NES games and noticed both Faxanadu and Burgertime mixed in with his games. I asked him "when did you buy these?" and he promptly replied that they were mine and they've been at his place for years. So, out of 18 some games I originally had, Faxanadu (one of my favorites ever, btw) and Burgertime survived the cut. Pretty awesome.