QUOTE(tamsin @ Feb 6 2009, 08:36 PM)

It'll be in the last place you'd think to look.
Whether that's because it'll also be the last place you think to look, and the last place you look, or because of some un-physics law, I've yet to figure out.
Good luck finding it, and remember to play it more often when you do! At least that way it won't vanish again!

That's because you'll stop thinking and looking when you find it so.... of course it'll also be in the last pace you look.
Or....
My uncle who's a chemist says it's something about electrons in a 1 dimensional box theory. In short, this means that there's a theoretical possibility that under the right conditions all electrons within an object could be in "excited" states at exactly the same time. Therefore the object will simply cease to exist in that dimension for a period of time.
Sorry - too deep but it's something I remember from my childhood when objects were lost.
Good luck finding it though. You must be all in a flap.