"Inventory loss" is also a grouping label for a number of different things:
* you rez something, at some point within the next hour the sim crashes, you log back on, tp home and find that what you rezzed is gone
Each sim regularly takes a snapshot of its state and when it crashes it will try to continue where it left off but that may not be possible in which case it will roll back to its last saved state, which was before you ever rezzed the item.
Inventory loss like this is permanent, there's nothing that will ever bring the item back.
Since you don't control when sims crash there's little to do about this, except the obvious which would be to never rez valuable things on crowded public sandboxes. There's plenty of quieter sandboxes, or land for sale with rezzing enabled for that matter (it's not a nice thing to do, but if you just need to rez a coalesced bunch of items and pick them up, it is safer).
* you want to clear your land and instead of taking things you just return the whole parcel
Coalescing will make that a rather big pain (on top of the problem that if there's a Linden plant in a coalesced item, you'll have a tough time finding places to rez it if you don't own the land or are part of the group) and you'll need to rez all of it to get it back anyway so just take the time to do it properly the first time around.
Additionally, return is simply not reliable. Everything may come back for everyone, everything may come back for some but not others, everyone may get some things but not others. They may turn up in inventory in a day, they may turn up in inventory in a week.
Inventory loss due to returning is almost entirely preventable: make sure your rent is paid up, don't sell your land if you still have everything on it, etc, etc.
* you buy/take something, it appears in your inventory but when you tp away or relog it's gone
This is permanent inventory loss, the sim told you it was added to inventory but the inventory server was never told (or it didn't receive the operation) so since it was never actually in inventory there's nothing to recover. This was a big problem about a year back, and it's possible that they (hopefully) fixed it entirely.
Regardless, there's a few things you can do to make sure: View / Statistics Bar. If the sim has stuck pending downloads/uploads (any number above 0) take that as a warning sign (additional symptoms will be that not everything will rez, you can't attach attachments, problems rezzing things from inventory, etc, etc). If it jumps from 0 to 30 to 10 to 0 back up to 50 then that's fine. As long as it drops to 0 regularly there's no problem, but even if it only drops down to 1 you'll want to see it as a warning that there's something wrong with the sim.
* rezzing problems (see above)
We used to be able to simply drop inventory into an attached prim without the need to rez it (no idea why they removed that feature) but if you want to add animations to your AO or a chim you'll need to rez it now.
Make sure the sim is healthy (see above), look at the status or forums to see if anyone's complaining about problems (or join a large noisy group since generally half a dozen people will ask if the grid is working when it starts to glitch).
Yes, it should "just work", but it doesn't so it doesn't hurt to take great care when you start rezzing things that are quite expensive to replace.
* empty inventory folders
That's perceived, rather than real, inventory loss. Clear cache, tp to a full Linden water sim (like Hahne, Kara, etc - just make sure it's not an openspace) where you're the only avie on it and relog.
Open your inventory and just type something random in the search box and wait for it to stop saying "xxxx fetched". You can IM, change clothing, attach things, etc, but just don't tp off the sim or you run the risk of getting another incomplete fetch.
If it's still not back, rinse and repeat over the next few days. Things just vanishing from inventory really is very rare and also keep in mind that if you were moving inventory folders around that it's not that difficult to accidentally drop the entire folder onto a prim inventory of moving it around in inventory.
* missing from database errors
Not much you can do about this one. The short explanation is that LL regularly crawls the grid, inventory servers, etc collecting a list of all asset UUIDs that are referenced. Whatever isn't included on that list is an orphaned asset (it doesn't exist in anyone's inventory, inside a prim, rezzed on a sim, applied to a prim, embedded in a notecard, etc etc) which is safe to delete (it doesn't actually get deleted straight away, it's just moved out of the asset server for a while where it can be restored if it turns out it wasn't really orphaned after all).
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Few general things to keep in mind:
* mod-rights: anyone who has mod rights for you can "Take" anything that is rezzed and transfer for you. It's as close to being able to "steal" as SL gets. They also have the ability to "Take Copy" on anything that is both copy and transfer to you. (Items that are deleted now return instead of being actually deleted though)
* "Share with group": when set on an item that is transfer, anyone in the group will be able to "Take" it
* occassional glitches: rezzed items can magically set themselves for sale from time to time (or they can still be set for sale when you rez them after buying them). It's rather rare (or more people would complain about it), but if something does suddenly go missing when it's rezzed, check your transaction history to make sure it wasn't just bought.
* poseballs: might seem obvious, but most poseballs can be "hidden". It's not all that rare for people to think their poseballs have vanished when they're simply hidden. Try things like "show" or "/1 show" to make them appear again, or failing that use View / Highlight Transparent to see if they're not there (sitting on them and standing up will almost always make them visible)
* item count: mentally keep track of how many items you have in your inventory and do regularly clear cache to force a refetch. If you notice that the count is off (by a few hundred, or a few thousand even) do not do any inventory operations and do the clear cache-relog dance or wait until the count is back to what it should be. Little thing to watch out for here is that if LL makes changes to the Library it'll affect your item count as well.
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And probably lots of things I missed but it's a good start

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