Emob78: Get a chain wallet. You can't lose a chain wallet unless you lose your pants. If you lose you pants, well... losing your wallet is probably further down on your list of worries.
dtgreene: Alternatively, get a purse and carry your wallet inside it.
Of course, there's still the possibility of your purse getting lost or stolen...
On the other hand, a purse is a lot bigger than a wallet, so if it is lost inside the house it isn't as difficult to find.
Also, if you are worried about a purse being not masculine enough for you, here's my response: Who cares about gender roles?
Really? Wallets too? Can you not consider or discuss a single goddamn thing without the penis/vagina ratio being mentioned? Why does absolutely everything in the world have to be focused around gender and social norms? Do you leave our certain numbers in math equations because of their close resemblance to a phallus?
Fanny packs. That's the compromise I'll make. If someone feels threatened by the manly man carrying around his big dangerous chain wallet, then a fanny pack is a decent compromise to settle the fainting goats. Purses? There's not a woman on Earth who hasn't lost one or had one taken from her. A purse isn't bad because it's feminine, a purse is bad because it's easily displaced.