This is one of the funniest threads I have read in a while!! ^

In a business magazine last year, an article about this topic discussed how luxury hotels deal with this situation: in the article, as I recall, it was stated that Four Seasons Hotels will gently inquire of a guest, (after checkout, in a letter, I think):

"Dear Guest, Have you mistaken the __________ (i.e. robe, lamp, armoire) as a guest amenity?"
Apparently, hair dryers, television remotes, and robes are some of the things to go "missing."