If you lose something on a ride, in the parks, or at a resort, know that you're certainly not the only one. Hundreds of missing items are collected every day.
You might not be able to get something back right away if it fell out on a ride, especially if employees have to stop the whole attraction to retrieve it for you. But just let someone near the front know, and they should be able to help.
Regardless of where you lost something, employees are trained to gather any lost items they find and drop them off at guest relations. Stopping by that office, typically near the park entrance, is going to be your best bet.
If they haven't found your item yet, you can fill out a request form with all your information so they can contact you if and when they do. I left my autograph book in a store once, and a couple of days later, Disney contacted me and told me where I could pick it up.