Hmm. This seems to be 'a thing'.
Something similar happened to me recently, only with a drawing pin (thumb tack). Over a year ago, while I was trying to attach something to the outside of an open bedroom door, the drawing pin I was attempting to use slipped out of my fingers onto the carpet. I heard the small sound it made as it hit the carpet, and stooped to retrieve it. It was nowhere to be seen. It was one with a bright red plastic-coated head, and whether it was in the room or had bounced out onto the landing carpet, it should have stuck out like a sore thumb (tack).
I cast all around in my search. Got down on my hands and knees, crawled about, moved things, looked under things, felt around under furniture several feet away. I kept looking for ages, thinking 'it can't have just vanished'. I persisted because I often pad around upstairs in bare feet or just socks, and didn't want to be sorry when I stepped on it. I looked everywhere I possibly could. I didn't find it. Eventually I gave up. As Simon says... grrrrrrrr!!
Then around a month ago (so probably a year after it had vanished) I was standing in the same bedroom, not touching anything, looking up at the top shelf of a tall bookcase in search of a particular book, approximately a foot away from the bookcase, when I felt and heard something hit the right arm of my glasses, with a sharp 'click'. It felt like something had dropped from above me. I then felt it bounce off the bare skin of my right arm as it dropped. Slightly startled, I looked down and there at my feet was a red-headed drawing pin, plain as day. It could almost have been smiling up at me. I have no idea where it had (seemingly) fallen from, or if it was the same one that had previously vanished, but I don't have loads of them lying about. If it was the same one, as you say Simon, where had it been in the intervening months? I don't suppose we will ever know.
Ha!