A headlight fell off once (poor strap mount) but got caught in the brake and gear cables so I didn't lose it
Lost some nice sunglasses out of my pocket (should have zipped the pocket - duh!) and turned around to watch a bus run over them!
Apart from that I've been pretty lucky. My dinotte light is quite secure in the rear, I have a screw on dynamo light, and lock blocks for headlights.
Daven