The only thing I've ever lost off the bike was....the two bottom bolts of my rack due to my own inattentiveness to appropriate routine maintenance. That led to an "OMFG card-in-the-spokes on steroids" moment at 25mph on a downhill when the bracket got into the cassette.

Fortunately, the bracket contacted the cassette ahead of the rotation rather than behind; the alternative might have been....eventful. They must have gone nearly simultaneously. Otherwise, the one loose bracket would have alerted me with its' rattle against the boss.