I'd have to say my phone and memory stick/flash drive/usb drive/whatever, too, but I'm a little surprised to see no one has mentioned their computer.
If there might be
anything wrong with my computer, I tend to freak.
Still, the phone is probably the biggest deal. It is my connection to a significant other three+ hours away, so...ya.

I constantly check to make sure it's still wherever I last had it whenever I go anywhere... Though mostly I only take it everywhere with me because it is my major time-keeping device. I bought a watch, but....
Ah,
Legate...I think I know a bit how you feel...I am a collector/pack-rat through and through. I have so many different sets of cards from various games and the like (and I never play the games), and I get a little worried if I haven't stumbled across them at all in a while, even though I never actually go looking for them... Those sound quite a bit more special than mine, though.