I've done this before as well. My ring was fitted in Australia, where my fingers were a bit fatter due to the heat.
In Europe winter, my fingers appear to be stick thin. So, when I take off my gloves I have to bend my fingers so the ring doesn't come straight out.
One time I forgot. I was in the way to work, so I searched around as best as I could. Eventually, I had to give up and go to work.
Later that night at the hotel, I opened my messenger bag that I had on. Somehow, through sheer good luck, the ring had fallen in there!
I think it was the old of the snow that made my finger skinnier too. There's a weight loss tip in there somewhere. Ha ha.
That's great the ring was in your bag all along. You had it safely in your possession and didn't even know.