This is something a lot of people do. Steve Pavlina has a post devoted to it, with tons of comments; he notes in passing that, at first, he “became skilled at sensing” where they were, presumably using something akin to dowsing, but then he fell back on simply hammering key hooks next to his garage door. Lifehack.org has a post devoted to what to do about losing USB sticks. In both cases, the consensus opinion is to find a consistent place to put your things, and always keep them there, so you always know where to look. Rudolf Steiner has by far the best solution, though, which is what I’ll describe below.

Steiner thinks that putting your keys in a consistent spot is exactly the wrong tactic. Instead, you should put them down deliberately in a different spot each time.
If you were unusually weak, and couldn’t pick up even light weights, would you have all the heavy things in your house removed? Wouldn’t it make more sense to practice lifting weights, so that you could grow stronger? Similarly, if you are shy around other people, does it make sense to avoid people your whole life? No! The answer is to spend more time around people, getting to know them and their odd ways, so that you can be comfortable around them. (It is possible! I’ve done it myself.)
Similarly, forgetfulness is not cured by having fewer things to forget. It is better to train yourself not to be forgetful. Steiner suggests carefully and consciously placing your keys in a different place every day. As you do so, make a picture in your mind of the area where you place them, or associate the place with words or sounds. The first couple of times you do this, you may fail utterly, and find yourself desperately searching throughout the house. But before long, you’ll get the hang of it, and you’ll never forget where you left your keys again.
But this isn’t just about forgetting keys. Engaging in this practice will, according to Steiner, improve your memory across the board. You will have a better time remembering people’s names; remembering to take out the trash; remembering to pick up broccoli at the store. Practice long enough, and you should be able to shuffle names, addresses, to-do lists, and poetry in your mind effortlessly.
Forgetfulness, he says, is symptomatic of weakness in spirit. It signifies a fundamental disconnect between the spirit and the physical world. The solution to the problem is not to accomodate the forgetfulness, but to eliminate it.
If Steiner’s right, and forgetfulness is symptomatic of, in Steiner’s terms, a weakness in the “etherial body”, then this practice can help you in other ways as well. You may become more graceful. Your handwriting may improve. You may lose weight, or gain strength. You may find beautiful women following you around trying to give you money. (Okay, maybe not that last one.) But the point is that once this connection between mind and body is reestablished, many other seemingly unrelated benefits can result.
This is exemplary of one of the finest aspects of Steiner’s thinking: an emphasis on interconnectedness. When studying systems, he breaks them apart, just as most Western thinkers do; but he also searches for connections inside and outside the system, to model all the influences on the system, internal and external. For example, in his classic work on beekeeping, he devotes considerable thought to the effect of the rotation of the sun on the bee life cycle. You can see this kind of thinking everywhere evident in the two largest offshoots of Steiner’s influence: biodynamic agriculture and Waldorf education.
So try it. And — as in all areas of life — if you attack the problem at its spiritual source, rather than the physical symptoms, you may reap unexpected rewards.

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