It is easy to lose horns. This is one reason why I keep extras. Several derail part manufacturers sell them. Several hobby stores stock both the detail parts and the spare parts from the major manufacturers. In addition, there are vendors that have them at shows (when the shows resume, that is). I always buy a few every time that either I order or if I see them at a hobby store or show.
The same goes for stirrups. They have a habit of breaking.
Steam locomotive whistles seem to be the most difficult to find. If you own Athearn or MDC 1880s power, you will know why you need steam whistles.