DMX512 terminators are easy to build; you need no more than a 5 pin XLR plug, a 120 ohm resistor, and a little time. Holding on to them once you’ve built them is the hard part. Get down to the local DIY store and buy a engraving tool, and engrave the fact that this plug is a terminator, and that it belongs to you clearly on it. You’ll still “lose” them, but at least after a few years you’ll be seeing your terminators around the place, and be able to grab them back!
The only outstanding question is what power the 120R resistor should be? In the photo below, the resistor shown is a quarter watt jobbie, chosen primarily because it looked nice for the photo. Human nature being what it is, the previous set of instructions said use a quarter watt resistor, cos that is what I was looking at whilst writing up the page.