I've had two really close calls....
The first was in 2009 at the pre-Broadway tryout of American Idiot in Berkeley. My friend and I accidentally left our tickets in a cafe before the show. When we realized they were gone, we re-traced our steps back to the cafe and couldn't find them. Luckily, we happened to check the trash can just in case, and lo-and-behold, there they were, in the trash can, luckily right on top. Someone had actually thrown them away!!
The second cloee call was was just a couple months ago. I was finding a place to get lunch before heading to a matinee on Broadway, and dropped the ticket without realizing. While in search for a good place to eat, I decided to turn around and head back the way I came to search somewhere else. It wasn't until I saw the ticket on the ground on my way back that I realized I had even lost it in the first place. I'm lucky that (a) I decided to turn and go back, (b) that I took the same route back, including being on the same side of the street (c) that it was raining, so I had my head down toward the ground, which is why I spotted the ticket and (d) that nobody picked up the ticket in the meantime.