I managed to lose a train once.
It was definitely on Platform 1 when I put out the announcements telling customers that the line was closed due to a track defect but it wasn't there later on in the day when I put out another announcement directing customers to the reinstated rail service (which then had to revert to being a bus service again, due to the train being missing).
After a lot of going back through paperwork, I finally worked out that it was in a depot 45 miles away, as I'd mistakenly given a driver instructions to move it earlier on in the day.
Oops!