It has happened to everyone, but not everyone has a 90,000-seater stadium to look after.
Locks have had to be changed at Wembley stadium, which is hosting Olympics football matches during London 2012, after it emerged that police checking security lost a set of keys.
The officers were searching the venue before the Games began when the keys went missing, prompting a Scotland Yard investigation. A team of police officers was dispatched to search for the keys but failed to find them.
Games organisers said security was not compromised by the loss of the internal set of keys and confirmed the locks were changed.
The Metropolitan Police is not treating the incident as criminal. A spokesman said: "On the morning of Tuesday 24 July officers on Olympic police operations at Wembley Stadium reported that internal security keys, being used by them as part of searches, were missing."
"Detectives also attended to ascertain if there was any evidence of criminal offences, there's none at this time."
She said that Wembley officials were made aware of the incident and added: "There is absolutely no security concern in relation to the stadium as measures were taken immediately to secure all key areas of the venue."
A spokesman for London 2012 moved to quell any fears that there had been a security breach. "Keys being used by police officers on searches at Wembley Stadium were reported missing on 24 July," he said.
"These were internal keys, locks have been changed and the security of the venue has not been compromised in any way."