While Mario, Luigi, or Wario, lose a cap in any of the stages that you can lose a cap... and leave the level... While you have no cap, go to any other level, get any star and when you return to the castle, go back to the main hall and toad is there wearing your cap!!! He will say that he found it outside the castle front. This is also good in case you lost your cap somewhere but you don't know where you left it. Check it out, it's pretty neat.