How can I find my missing water cloak?

I have looked everywhere for my missing water cloak, except for the place it happens to be at. That is assuming I still have it!

I know that missing items sometimes return on there own, but the cloak has been missing for months. The last time I looked, it was no longer for sale on the web site, so I can't replace it. Is the any way to do a search of my possessions?