I have only had one instance of that happening. I had to drop a few Assault rifles to pick up a fat man and they vanished. Otherwise, I just store them at my suite at Tenpenny Tower. In all honesty, this game feels more like Morrowind than Oblivion to me. Just the way people interact and the way that you have to get to certain areas and the fact that there is so much more to do in between objectives. Always somewhere new to explore and find decent stuff.