I lost a pair of glasses on Dueling Dragons...partially my fault, since I had no strap on them (was on many many coasters before without any problems).
The other problem is that the storm clouds were gathering and by the time we reached the top of the lift hill, it was absolutely pouring down rain. So as I was worried about being hit by rain at 50-60mph, I never thought to keep my glasses, and they left.
Now I take NO chances, and I keep a strap on them tight everytime I ride a coaster.
I'd probably take them completely off but I want to be able to see where I'm going, being practically blind just isn't the kind of thrill I want.