This explains how no matter how many pens you buy, eventually you will end up with no pens, they must be pretty mischievous because this seems to happen more often when you desperately need a pen, like your on the phone and you need to note down someone's number.I've recently thought of a new theory called P-theory. Now P-theory states that there are invisible organisms similar to pixies that cannot be detected. These organisms rarely interact with our universe as they are slightly phase shifted from the background spacetime, but when they do they tend to only stay for microseconds. Now there is no "proof" or "evidence" for P-theory but you know when you misplace something and you never find it, then a pixie came from their phase shifted universe and took it back with them. This is an example of one success of P-theory in the explaination of missing objects.
Of course this isn't really "scientific" in the traditional sense but what matters at the end of the day is whether its true or not and I believe it is.
It also explains the famous, take all the screws out of a particular piece of equipment, and then when you've finished either A) your a few screws short (presumably the pixies have taken them) Or B) you have a couple of screws left over that don't appear to fit anything (The pixies have delivered two screws from somewhere else: thus maintaining the law of conservation of energy) It's quite brilliant really.