Sort of. Actually I had my favorite toy taken away. My favorite blanket though I lost.
So my favorite toy was a pretty big stuffed bear my Mom gave me. I would cuddle it and sleep next to it as if it was a bed. Eventually it got taken away when we moved and I was told that I was too old to have it. Honestly, I was pissed. I didn't understand why they had to take it away.
My favorite blanket was a duck tales blanket / sleeping bag. When we went on vacation it some how got left behind. I was pretty upset about it.
I know I also had a gizmo stuffed animal ... not really sure whatever happened to it.
I had a stuffed fox that I absolutely loved. One day he just disappeared. We looked all over and couldn't find him. I never took him out of the house so we couldn't imagine what happened. My cousin used to hide my toys from me as a joke and we wondered if he hid my fox in the garbage can or something and then forgot. I still feel sad about losing my fox.
I never really lost a toy when I was young, but I was told when I was about 3 we had a in floor heater and I took my older brothers plastic toy truck and put it on top of it and melted it, he still bugs me about in off and on. I don't really remember it though.
For me rather than losing one, it was more of several. By that I mean some of my legos. The dreaded vacuum monster gobbled up some of my lego friends. I kind of cut the bag open I retrieved every single one of them. I got a long time out...
I don't think I ever lost anything, though I remember I did have a super soft kitty plush when I was really young. My parents decided to wash it, and it probably wasn't meant for the washer/dryer because the fur came back all rough. I remember being rather upset about that.