It fell out of the large pocket of my hunting vest.  The clip on the back of the unit was a large flat one made to hold a wide belt and must have slipped off the thin fabric of the pocket.  I had rain pants on over my jeans so my belt was covered.  With it in the pocket I could look at and use it easily, but it slipped out.  It was not tied by a lanyard.  It will be from now on.   
The hand/held unit of the Garmen Alpha System came with a two part, swiveling belt clip which I used at first, but it was made to hold a narrower belt than I use.  Then once it was stressed too much and the parts separated and couldn't be put together again.  I called Garmin and they sent me - free - a replacement for the original and another single piece clip that holds a wider belt.  Whichever kind you use, always use the lanyard.
Diane