I've had that happen to me and didn't even realise at the time. I couldnt find my purse one morning and knew I'd popped out to the shop the previous afternoon so thought it must be in the car or I'd left it on the counter of the wee shop but there was no sign of it anywhere.
When I reported the loss to my bank I was told to get a police report number so off I trotted to the station still thinking I'd lost the purse.
The officer asked me to tell him exactly what I had done when I came home from the shop and at that moment I remembered that I'd dropped my purse in the kitchen and as it wasn't properly closed I had to pick up coins from the floor and then put my purse on the kitchen table. Bingo!
Apparently this is exactly what the majority of women do, come in through the back door, put keys/bag/purse on table/breakfast bar, head upstairs or into another room. Opportunistic thief is in and out before you can blink.
I locked the door after me for quite a long time after that but I have got a bit lax of late.