At some point the cap on my bicycle pump worked its way loose and disappeared. Now I can't use my pump. By "cap" I'm referring to the plastic piece that screws on at the point where the pump connects to the tire valve. The pump is a Lemond brand. I tried looking for a replacement cap online and on ebay but had no luck.

Anyone know of a way I can find a replacement cap or should I just throw out the pump?

I don't know if I understand what you're missing, but I'm guessing the "chuck" or "head". Do a search for bicycle pump chuck or head replacement and see if that's what you're looking for. Or maybe post a picture showing what's missing. If it's the head/chuck you're looking for, replacements are readily available and you don't need to replace it with the identical one you've lost so just pick one you like.

Had this happen also. I just bought a new pump. But I'm going to look for a replacement cap so I have a spare.