My ego.
I can't ride in traffic without being reminded of exactly how small, insignificant and poorly-regarded I am. Good for the humility.
As for stuff, nothing I know of.
I did temporarily lose a pair of gloves a couple of weeks ago. I had a slow leak in a tire. I was within two miles of work, so I decded just to pump it up, ride in, and fix it indoors. I double glove. I left the outer pair on top of the panniers when I was done.
About a quarter-mile later I thought it felt a little drafty on my hands. Found them both along the curb, but had to stop traffic on a bridge to retrieve one. Good incentive for the sprint, though.