Ugh, that happened to me recently. My PS2 was at a friend's house on the other side of the country and I had him send it to me and the memory cards are mysteriously missing. :P I lost everything. There wasn't a whole lot on them, though. Some clear data for Tales of the Abyss and an everything-unlocked save file for Soul Calibur III are the only things I cursed not having. :P
There's also my Tales of Legendia clear data, but that game sucks. xP