I've never lost a Pokemon game. Although I can't say where my Pokemon Blue cartridge is at the moment, I know it's somewhere in my room. lol
I've lost several other handheld games, though. Both handheld Mario Kart games, the first two Mario & Luigi games, Golden Sun, Wario Land 4, and Animal Crossing Wild World.
Those were horrible games to lose, too. I had to rebuy Wild World and I did rebuy the original Mario and Luigi but the rest of them I haven't. I miss my handheld Mario Karts. =(
(I lost MKDS and AC:WW at the same place: a hotel on my final marching trip. The funny thing there is that it was a long ride and on the way there people on the buses were playing Mario Kart DS and I joined them, but on the way home I didn't have it and couldn't play it with them anymore. T_T)