Other than the time the cover plate of a deco regulator came off and drifted down into the abyss, I have never lost anything while diving. It is between dives that I have my problems. (I should be in the running for the national poster child for adult ADD.) Fortunately, it has never been anything really expensive, but it seems as if something disappears every time. Frequently they reappear, but not always. The main one is my wet notes. They just disappear regularly. Someone who may well read this thread soon had to mail them to me once. I don't know how many new ones I have bought.
In many cases, the missing items have been mistakenly taken by other divers. I have a friend who suddenly realized that he had three hoods in his possession, whilst two of us had none. On one trip I was not feeling really confident with my dry suit's recent repair, so I brought another just in case. My suit did indeed leak, and I had it out drying while on another dive. Somehow another group thought it belonged to one of their people and took off with it. (Yes, I was able to track it down.)
The most frustrating time came when I was scheduled to do a deco dive with a group of people after they got some other stuff down earlier in the day. It was a dive I had been looking forward to for a month. I sat around for hours while they took about three times as long as expected. As the afternoon wore on, everyone else who was diving at that remote location packed up and left for home. Finally, it was our turn to the long awaited dive. I got all my gear on and we headed into the water. I reached for my fins and discovered that someone who had just left had taken mine instead of his, and his did not fit me. I was done diving for the trip.