When I was 12 or so, me and two friends headed out into the woods to camp for the night. We made camp in a dry stream bed, on a patch of sandy gravel.
I had a brand new case pocket knife that was my pride and joy. I had been using it all evening, whittling, making hot dog sticks, cutting tender, being a regular Daniel Boone

.
Recall setting it down beside me as I tended to the fire, reached back for it and it was gone. I scoured every square inch of the campsite - gone. Figuring that it might have gotten pushed into the sand - I looked through the sand too, nothing.
The next morning - in the daylight all three of us looked for that knife. Several times over the next few weeks (till the next heavy rain) I went and searched, nothing.
Three years ago, my son and I was deer hunting the same woods. I found the old campsite - and couldn't help but spend a few minutes looking...still lost.
As I have wised up (or became more cynical in my age) I now figure one of my friends heisted the knife.