I've lost several games over the years - Mario & Luigi: Superstar Saga and Ratchet & Clank: Up Your Arsenal come to mind. I'm not 100% sure what happened to them, but my best guess is they where stolen by my brothers stupid friends.
On the found side, I have two really weird cases. The first involves me finding a copy of Under the Skin just laying in front of my fireplace. No one knows where it came from, and my best guess is it accidentally came in one of my eBay items and it fell out without me knowing it... The second is when we where throwing out our sofa. We dug around in there in order to get out what had fallen in over the years and I found a copy of Pokemon Gold. I didn't think I'd llost mine, and sure enough I had 2 for some reason. Worst part is the one in the sofa's battery was dead, so I coulden't make any guesses based on the name of the save file.