Well, I lost my favourite hoodie 4 times in a row. Each one lasted about a year. Luckily, the favourite hoodie I have now, I have had for 2 years so far, and not lost. ^^
I remember getting a DS Lite for Christmas the year it came out. I lost it at school after having it for 18 months, and I was devastated! Then I got a 3DS last summer, and my friend broke it in half a couple months ago. That really pissed me off!
In grade 8, my iPod Nano got stolen from the school change room. I didn't get too hurt from that though, since it was pretty beat up anyway. It still sucked.
I have owned two digital cameras, both of which are broken. I got really sad when my last one broke, approximately a month ago, since it was given to me for this last Christmas. I'm still very upset about it.
I also remember losing a toque that I had since 6th grade. It was my favourite toque, so I was really upset when I lost it in grade 9.
I've lost a lot of other stuff, but these are the things that made me saddest.