In its wave-form a particle should pass through every time because it propagates in all directions. So there shouldn't be any losses of particles landing in between the slits, right?
Absolutely, but those do not register at the detection plane.
In some sense we are talking only about the data that comes out of the experiment and particles lost this way do not contribute to the data.
Maybe I failed to understand your question or dmckee's answer, but it is my understanding that, while some particles pass through the screen, there are a lot of particles reflected from the screen. In the limit of very narrow slits, I guess, all particles are reflected, unless I miss something simple.
EDIT(12/25/2012): In the following article: Zeilinger e.a., Rev. Mod. Phys., v.60, #4, p. 1067 (1988) (http://www.ift.uam.es/paginaspersonales/bellido/cuantica/articulos/RevModPhys.60.1067.pdf ), in a double-slit experiment with neutrons, some neutrons are definitely absorbed in a boron wire between the two slits.
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