This happens more often in times of stress, like 'round the holidays, than it does in other times. But it does happen frequently every winter no matter what.
For a day or so I go around moping because I have lost my gloves. I wear my backup pair of (fingerless) gloves all the time, like, even right now while typing, but I suffer through the cold without a pair of fingered (!) gloves over them, because I am not ready yet to buy a new pair. It is a stubborn and silly way to behave.
Then, just as I'm about to cave in and buy new gloves, I discover that the lost gloves are inside my hat, and I have been wearing them on my head this whole time.