I've never lost a game. I do, however, recall a vacation (ten years ago, I believe) when most of my friends lost their Pokemon games, be it in rental cars, on planes, etc. I had finally gotten a GBC so that I could do Mystery Gift with them (I had had a GB Pocket up until that point), and I was annoyed that none of them could do Mystery Gift with me anymore. Fortunately, some of them got new systems/games, but for others, it was the end of their Pokemon-playing experience, sadly.
Given how small games are, and how much many of us travel with them, it's not surprising that many of us lose a game at one point or another. When hours of work vanish, either when games disappear or when save files unexpectedly delete themselves (due to internal battery failure, glitches, or other problems), it's painful, but in the long run, the time spent enjoying the games and the memories created are more important that the actual data retained on a cartridge.