I was reading that some $30 billion worth of cellphones are lost in the U.S. alone each year. 

I lost one at the top of the Challenger lift at Big Sky a year ago.  I wasn't sad about losing my contacts, but there were pictures of my kids on there that I'll never get back.

I did find some information about when and where you are most likely to lose your phone:

Two-thirds of  phone loss happens between 9pm and 2am.

Top places to lose your phone:  apartment building, pizza place, supermarket, coffee shop, fast food restaurant, gas station, office, drug store/pharmacy, church, auto shop.

Source:  Mashable.com