There is no need to consider mythical beings. Science can explain this phenomenon.
- Entropy: The second law of thermodynamics introduces us to entropy, which tends to increase. The higher the entropy the higher the disorder. In other words, nature does not like little parts to be where you think they belong but prefers them scattered about.
- Murphy's Third Law: Anything that can go wrong will go wrong.
- Murphy's Fourth Law: If several things could go wrong, the one that causes the most damage will be the one that goes wrong. In practice, this means that if you drop and lose a small part, it's likely to be the part of which you don't have any spares.
- Heisenberg's uncertainty principle: You cannot know both the position and the velocity of a particle at the same time. This works against accurate estimation of the direction and distance that a small part travels when dropped.
- Search Theory: It's always in the last place you look. Since you can't know where the last place is, you may need to look in an infinite number of places to find what you lost.
- Gravity: According to Einstein's theory of general relativity, gravity is the bending of spacetime. While Newton would have us believe that apples all fall toward the center of the earth, Einstein tells us that small parts can go almost anywhere.
If we could find where gremlins hide the stolen parts, we might be able to retrieve them along with missing socks and food container lids. Fair winds!