Start small with important things, like your keys and your phone, and create a contextual place for them. In the home they are always in the same place. The location should be convenient a table or a shelf is great. The important part is that you never set them down anywhere else.

When you are out, they are on your person but always in the same place. Never set your phone or keys down while you are outside of your home. They are in your hand or in your pocket. There are no other places to put them.

My phone is always either in my pocket, on the arm of my big chair, or on my desk on or next to the charger. I try to never put it down anywhere else. My phone is almost never lost. My keys are similar. They are either in my hand, in a keyhole, or in my pocket. I never put them anywhere else and I refuse to put them down anywhere but my pocket.

Get in the habit of refusing to put important things down unless you can put them away properly and they will get harder to lose track of. Once those habits are strong, slowly expand to more things having a specific place in your world and you will find that things go missing less often.