"Hey, did the wireless headset wear itself over to your house last night? I know you guys are working really hard with Jimmy putting stuff in his pockets and forgetting to take them out before he comes home, but it sure can take a WHILE, can't it? Well if you see it, it looks like this, and is super expensive to just drop it in our mailbox if you do come across it. It might be under a couch cushion or in the fridge or something. You know how kids are. Things in their pockets or hands and just get put in the WEIRDEST places. Keep an eye out for me?"
I've found that as long as I keep my tone light/joking (realizing/ taking the tone that this is an 'issue' that the other parents ARE dealing with, instead of accusational) I get a GREAT response from other parents 9 times out of 10. Even in super serious bully issues I just take the tone that 'the parents are working on it/ not their fault'. (Because, honestly, most parents are mortified at their kids' unacceptable behavior, be it hitting, stealing, whining, not sharing, etc. )