Everything in our house ends up in one of about four places:

DS's walker/ride on toys (they have a little storage spot underneath the seat)
Inside or underneath the sofa
In the lego (Duplo) box
In the bedside drawers of our bed - DS loves hiding things next to our bed.

Sometimes things end up in my handbag or put away in DS's favourite kitchen cupboards, but since watching Narnia he only tries to put himself away in the display cabinet cupboard now.

Oooh, did you check inside the video/DVD players? That's a favourite for some children.