The stuff I remember is the fun stuff, things that PCs did, and neat world building locations. I can't remember the names of countries or cities. I can barely remember NPCs, and those I do remember are either dead or retired.
This isn't the first time this type of thing has happened to me. I lost the campaign bible for a Vampire campaign, in the middle of the campaign. So I had to rebuild stuff. I don't know how we continued at that point. We lost sires and locations and all sorts of things that were mentioned at some point and we never got back to. It must not have been that important since we didn't bother with it again.
Then there was a time when the guy running a game kept all the character record sheets and left the notebook on the bus. Gone forever. We were able to rebuild the characters, but we lost quite a bit of really cool character treasure.
Of course, who could forget the time in High School when I joined a Traveller game at the FLGS, and the dude had all the rules and characters on his laptop-which then catastrophically crashed in the middle of a session. We gave up and went for wings instead.
Then there's the couple people who left 40K models in my basement. It's been a decade, I declare them mine now. Lost to them, free models to me. If it were a big deal, they would have picked up those 2nd ed metal 'nids a long time ago. On a related note, Jason, if you happen across this, can I have all those Fantasy Orcs in your gameroom that what's-his-name left there years ago?
Then the best was when we decided to play on the porch, since it was boiling in the attic, and my buddy dropped a set of brand new dice into the bushes. Eight years later, there's still a hole in my bushes where he jumped after them, but he never found the d10. Almost as funny as when my wife decided to use his hand as an ashtray.
Another buddy chronically forgot his character sheet to every session in every game that I ran for 7 years. I eventually started keeping them myself, rather then risk loosing them.
Of course, the worst thing is the FLGS that are gone. The Hobby Horse (where I bought my first minis and D&D adventure, not to mention my first X-Men comics- lost due to the rent at the mall going up), The Comics and Gaming Dungeon (where I learned of GW, and played Traveller- lost due to early embezzlement and never recovering), and Helm's Deep Games (where I played more games then I care to remember- lost in part to the owner losing interest and part to theft).
Those are my stories of things that I've lost, what are some of yours?