Have anyone else lost things in the inventory? I lost things three times now and had to
re-play the game. One time I lost "the Avenger" and I have also lost the "Frost Hammer..."

Thanks in advance for any help.

If you have faced a nishruu, these creatures feed on magical items. This may be what happened to you.

There is also a known bug which causes this to happen. Try the new patch, or else Shadowkeeper can edit your inventory to add back lost items. It could also be due to fear or panic, as these spells cause you to drop items if you fail your saving throw.

there is also the possibility that a 'confused' or 'feared' character drops items, usually the weilded weapon. i've had minsc drop his weapon (and maybe another item or two) because he was affected by these spells. it could be that he was affected by more than one of these at the same time, making his condition worse.

I lost the blade the the vorpal, Nalias ring, bracers of defense, plus another minor item I cant remember. I really wanted that vorpal...

I've done quite well so far, I've only lost two items that I know of.
One was the Silver Blade, and the other was the Stirng to the Gesen Bow, which I only noticed when I had just found the other part!
What fun!

I lost my Ring of Invisibility....I guess it really was invisible.

Happened to me once as well. I was not in a battle or something. I had finished the battle and was identifying the loot. I cast identify with mage on a hammer than goto inventory of main char again to get the other item to identify. Give it to mage and.. HEY! WTH happened to my hammer??? I checked the inventories of all chars like 5 times each, opened the chests in the room again, checked ground and nada. The item simply evaporated. I guess there is a bug.

Oh and I have the patch already.

Has happened to me too, and I have never ecountered a Nisheru?? and well no fun at all cause it eas in broad daylight no enemies or anything..