Well I've got some games that I believe were stolen and some games I believe were lost. Stolen first.
Well back before B.Net I had bought the Collectors Editions for Vanilla, The Burning Crusade and Wrath of the Lich King for World of Warcraft, I had just gotten a huge payload but my account was already upgraded to Wrath of the Lich King so the codes still worked and were valid, but I wanted them for the Artbooks. Part of that collection is also the BioShock Limited Edition (with the Big Daddy statue, I loved it so I never took it out the box), BioShock 2 Collectors Edition, and the Batman Arkham Asylum Collectors Edition, I was just a sucker for the Art Books, nothing else really mattered. One day I had a party and all my collectors editions were bundled in the corner of my room instead of on display, went to sleep woke up and all of them were gone. I've tried to rebuild and so far all I've got is the Cataclysm Collectors Edition... it just sits on my shelf mocking me and I bought an Prototype Big Daddy figure (Omega) but... it's just not the same. Since then the amount of friends I have has been cut down by about 80%.
Time for lost, I lost every single Pokemon game I ever owned. I made a huge collection, Fire Red, Leaf Green, Emerald, Ruby, Sapphire, Platinum, Diamond, Pearl, on my Platinum one I had nearly every single Pokemon, from Mew to Deoxys then one day I put them away in a box, when I opened that box again they were all gone.