Since the formation of museum anthropology, scholars have been interested in collecting Native American objects of religious and spiritual significance. For many years, these objects predominately served scientific inquiry and public curiosity, but over the last three decades scholars have become increasingly aware of how indigenous communities continue to value these objects despite their radical recontextualization. This article seeks to bring together two concepts—Arjun Appadurai's “trajectories” and Annette Weiner's “inalienable possessions”—to examine how objects come to express particular forms of sacredness. By following the cultural routes of the Zuni Ahayu:da (War Gods), in part through the lens of the Denver Museum of Nature and Science, we can trace what Appadurai calls “diversion” and what Wiener terms the “dilemma of loss.” Diversion and loss caused by antiquities dealers, collectors, and curators have been particularly troublesome for Zunis because the War Gods constitute a unique form of sacred object, a singular type of possession that is intrinsically sacred. Understanding the trajectories of the things taken, returned, and still held by museums will better enable scholars and tribal communities to articulate how sacred objects in museums continue to have power and salience.