Not sure if my kids have that many sets yet (they basically just want Legos for every present so we'll be there soon), but I can definitely relate to this. Every set there is a "missing" piece that they ask me about, but it is always either found in the wrong spot or on the floor somewhere. It is to the point now that they tell me a piece is missing, I give them the look, and then they go back and find it on their own.