If you want to go all out, you could get one of
these. Not sure if it has a key ring attachment, though, and it's pretty bulky for a keychain.
I'm going a little crazy because I'm sure I saw an article on Engadget once about a product in its early stages. Basically, you put these little tabs on stuff you didn't want to lose, like keys, remote controls, wallets, purses, etc. Then there was a main unit that had a small, almost radar-like display on it that you could walk around with and it would guide you to the missing object. I remember it being very expensive but that's clearly not an issue for you.
Unfortunately I need something that will locate the story for me