There are other similar forms:
Note that perdersi has also a reflexive meaning, like in mi sono perso nel bosco (I got lost in the wood). A translation of che mi sono perso? would be “What did I miss?”, there's no difference in English; it would be used, for instance, by someone that arrives lately to a meeting and asks what has happened before his/her arrival. Note that che cosa ho perso? would sound rather strange in this context.
The form mi sono mangiato una mela used to be frowned upon in schools, but it's legitimate Italian and conveys a different idea about why I ate an apple.
ho mangiato una mela just states the fact,
mi sono mangiato una mela can mean that I wanted to eat an apple or that I was quite satisfied by eating it.
A similar difference is between ho dimenticato and mi sono dimenticato: the former is ‘objective’, while the latter is ‘subjective’. For dimenticare/dimenticarsi the difference is not so great as for mangiare/mangiarsi. In any case, the medial form (not to be confused with the reflexive, although they share the conjugation) puts greater emphasis on the subject than on the object.