I've had quite a few RPG books stolen out from under me over the years. Perhaps 'stolen' is a bit strong, but they have gotten into others' hands and not back to mine against my wishes, so we'll leave details aside.
My list of most stolen is as follows:
1 Stormbringer 3e, one back in the late 80s, another late 90s. I am still looking for a copy so I can have the scenario 'Hall of Risk', probably the best fit ever for the genre.
2 Call of Cthulhu, late 90s. Less 'stolen' and more 'never returned' plus 'continental drifted away'. 3rd edition I think, with Cthulhu's glaring eye poking through a smashed door. I just bought the latest, and although it has been 'prettied up' by the art department, its prose has conversely lost some of its charm.
3 Robotech (Invid Invasion, Southern Cross and the core book). Palladium is eminently playable with a 'Palladium Patch' of houserules I made back in the day (and may still be floating out there on the internet somewheres), and Robotech can be used for a great BSG / Space Above & Beyond style game. Also, watching the anime was my daily ritual after coming home as a kid.
I am sure I lost others (TMNT, Elric!, GURPS, Conspiracy X to name a few) but they were less memorable or missed than the 3 above.
What about you? Which RPGs have you lost and wished you had most?