This did not happen to me, but to my grandmother. First, let me say that she is a very level-headed, practical woman. I've never known her to have anything unexplainable happen to her, and if it did, she would probably find some explanation for it anyway.
My grandparents have lived in my home town in Missouri for many years, in the same house. My grandfather passed away ten years ago; they had been married for 50 years at that point.
Grandma had one wedding ring set that she adored more than anything. Well, two years ago on the anniversary of my grandfather passing, Grandma was feeling sad and wanted out of the house for a while.
She got ready to go and stopped to put lotion on her hands. She took her wedding set off, so as not to get lotion on them. Set them on the counter right in front of her. When she went to put them on, the wedding band was there but not the engagement ring. They had been sitting together, she saw them moments before.
She searched the floor and the sink and every inch of the counter top. She took all the papers off the counter and went through them one by one, started to feel panicked.
Eventually she started to cry, which is very unlike her, and decided she would go out anyway and find it when she came home. The entire counter top was bare at this point, not a thing on it.
She left and came back a few hours later, still feeling distraught and shaking. There, in the middle of the countertop was the missing ring.
When asked, she says she was probably to distraught to notice it lay there, but then she shakes her head and looked very confused, saying "I know it wasn't there."