People saying they lost someone close to them don't really get the point of this thread, as the thread is clearly named "What's the most expensive thing you have ever lost?"
You can't really use the term "thing", when speaking about people or pets, etc.

Anyway, the most expensive thing i ever lost was a Nokia 5310 Xpressmusic, lost it in the winter, probably fell into the snow

one time I lost my PSP but then I recovered it.

I lost an expensive calculator. Texas ti-84 Plus. But afterwards, I knew I didn't lose it. It was stolen. Why did I know? Because I didn't get the calculator out of my bag because I didn't even needed it that day. But luckily, my math teacher liked me, so I could borrow one of the school's calculators.

I will still break the dirty thief's hands if I knew who did it.

My Nintindo DSi

$200 1080p camera

it sucked, hard

I've lost at least 2 iPods and dropped another 3 down the toilet.

I also lost a 400 dollar watch, cried.

Accidentally dropped my phone down the staircase (long one) and it broke it was pretty new and was worth 500$

1 year ago.

I don't really lose many things, but I would think the most expensive thing I did lose was during a move and I lost about $600 worth of video games...The box just disappeared during the move >_>

Some 500$ glasses