I don't know that there's too many people that buy expensive pens in the first place. I mean, I like pens and I have a $40 Lamy that does just about anything I could want it to. (I mean, it writes...)
But would you pay 10 times as much, for the peace of mind of knowing your pen would be "almost impossible to lose"?
Cross is a luxury pen brand, and the Peerless 125 is its mainstream range; the Peerless TrackR is a new pen in that range that Cross says is almost impossible to lose. It's out in Australia now, at leading pen retailers, for $399.
Syncing with your phone over Bluetooth, you can open the TrackR app and press a button to find your pen, with a little flashing light and "subtle chime" emanating from your $400 writing implement to alert you to its presence.
...at least, when your pen and your phone are in Bluetooth range of each other, right? If you've, y'know, actually lost your pen, then you're pretty much fucked.