In the 80's and 90's, back when games were cartridges, I was a little more forgiving, but I still wrote my name on the game in permanent marker so the person would remember it wasn't their game. I wouldn't lend the boxes, instructions, or the plastic cases NES and SNES games had to protect them though. Those never seemed to come back to me.
I got fed up of people having to be constantly reminded that I wanted my games back, so I stopped lending them out. The last game I ever let someone borrow was the original Warcraft game (not World Of, just "Warcraft".) I never got it back.
I also became less excited about lending Nintendo games when they switched over to CDs. I am a stickler for things being kept nice, and some friends treat CDs almost as if they were coasters. I always put my CDs back in their cases when they're not in use, but some people I knew in high school would toss them on a side table loose to switch games. This wasn't acceptable by any means!
So, mainly because I'm a bit too tightly wound about how I like to keep things neat and in good condition, plus how I don't like things going missing, I think lending games won't be ever happening again.