So far, despite my constantly lugging gear around my entire life, I can't recall losing a light of any importance. *knocks on wood*
My first real EDC was a Brinkmann Black Maxx, the one that looked EXACTLY like a Minimag before all the finger pointing. Carried that EVERYWHERE. Just recently gave in and threw out the broken busted body that I had been carting around.
Next real light was a 4D Mag, the old-school body that was larger around than current lights. After countless years watching my back, it took a trip down stairs onto a concrete floor and never would light up again.
Next up was a 2AAA Minimag that I carried all the time. Reversed the pocketclip and carried it clipped at the top of my left pocket. Carried that for many years. The finish was gone and the bulb would no longer stay in the socket, lens was crunched and reflector cracked.
I seem to break lights long before I have the opportunity to lose them.