Umbrella Case

Make a list of items that seem to get lost often, and you'll often find on it: sunglasses, gloves, socks. (Aside: when you lose a single sock, you might as well have lost the pair, since one sock is fairly useless)

Add to the list of lost items the umbrella case. It's never easy to fit the case back on the umbrella once you've used it, and there's no good place to put the case while you're walking around with the umbrella.