I've actually had missing pieces on at least 4 occasions (mainly cards and dice), and it can be quite frustrating - especially if it prevents you from playing the game (which may not always be the case).
If this has happened to you, what you should do is:
- Find the games publisher's email. Usually this can be found on their website. In most cases the company has a specific Customer Service or Replacement Service email you can contact, but occasionally you may be directed to use a generic "info@gamespublisher'swebsite.com". You may need Google Translate to translate the page if the publisher's company is in a European language. Occasionally you may not be told their email address and instead you may have to fill out a web form (in which case, provide your email address!)
- Tell them what you're missing, preferably in a nice tone. It probably helps to quote the box/article number or proof of purchase number etc (if there is one on the box), but I haven't always done this and it should still work out fine.
- Supply them with your full postage address.
- Wait for their confirmation email. From my experience they usually reply quite quickly, mostly within 1-2 days, but they may take up to a week to reply. Remember that the vast majority of these games companies are in Europe or the US so note the time difference.
- Wait about 4 weeks... [I have heard of a case where someone had to wait 6 months for their piece to arrive though, ouch!]
Usually I find that these companies send your requested pieces straight away and they are always kind and apologetic.
That being said though, some companies even replace pieces you lost (free of charge) which is really nice! (North Star Games comes to mind but there are many others that do this)However, please do not abuse this system as this may prevent or make it more difficult for genuine victims to ask for a replacement.
A brief (and perhaps unnecessary) word on missing pieces
Sometimes missing game pieces are the result of a mass market problem that has affected almost all customers worldwide (ie. the whole batch has the problem). At other times, it may be an unfortunate case of being on the receiving end of a one-off error that other consumers were able to avoid. Regardless of whether you fall into the former or the latter category, it is nonetheless a frustrating experience.
There are at least two views to this.
On one view, as a paying customer, you have every right to feel "cheated" and you should demand perfection as you are entitled to get what you pay for. Yes, everyone knows that, in the grand scheme of things, missing a piece from your game is a petty first-world problem not worth getting angry about; however, that does not absolve the fact that it was the games company that created this problem in the first place. It is more to the point that, as a matter of principle, a full paying consumer should always get what they bargained (or contracted) for.
However, on another view: it is a self-evident truth that life happens and human errors occur all the time. As a friend informed me when we discussed this topic of missing pieces, many of these board/card/party games, surprisingly, are actually hand-packed. This is because many game companies do not possess mass assembly line machines that automatically make and pack all their components; this would be far too costly for a niche industry that does not see enough demand for many of its products. (Of course, I am not talking about big mainstream toy companies nor am I talking about common components such as cubes that could be mass produced and assembled - though further research may be required to verify this).
Thus, whilst the element of human error is hardly a convincing reason, this does explain why pieces can go missing. I would argue though that the reputation of a games company is paramount and therefore, despite this excuse that many games are hand-packed, (and I'm speaking an obvious truth here) it's always going to be in the company's best interests to get the components right the first time.
So certainly, whilst consumers should demand and expect to get what they pay for, it is important to remember that these things happen because there is always going to be that element of human error, whether we like it or not.
If one keeps all of this in mind, then one starts to realise that there are other things worth worrying about.