It could be a mobile phone, travel documents or entire rucksacks or suitcases all of them can and often do go missing and can leave many people feeling sick or devastated as they realise what items they have lost.
In a situation like this you may be panicked and thinking irrationally, getting yourself into a state and not being able to handle the situation as calmly as you would like.
It is important to do this though, to stay calm and go through where you've been in your head and the last time you remember seeing the item you've lost.
It could be that you remember using that item in one particular place or had placed it somewhere for safe keeping and have forgotten about it.
This should help you find the best place to look for your lost property or at least have a starting point to go off of, when in that area have a look around for a member of staff or a police officer, you will often see police at key transport links such as rail stations or airports and they will be on the lookout for items that have been left behind such as bags or electronics partially for anti-terrorism reasons, so if your bag has been left behind then the police may be the best option when considering who to ask about your lost bags or possessions.
Many transportation hubs will have a lost property or unclaimed baggage department where you can check to see if your possessions have been turned in, you may need to prove your ownership when you visit these facilities so knowing a few items that you have and any ID relating to the name tag on the bag will help speed up the process of getting your belongings back and ensure your travel plans are not affected.
Keeping a close eye on your bags when waiting anywhere is important, a large crowd could pass by and without noticing your bags could be kicked or moved, even stolen so it pays to be vigilant and if you see someone leave behind a bag then being a compassionate person you will probably want to let them know they've left something behind...
they will no doubt be appreciative that you took the time to intervene!