Everyone at some point loses something — whether it’s a toothbrush, a box of cookies, a job, a spouse, one’s virginity, one’s sense of humor or one’s sanity in general. For Susan, a character in The Civilians’ “Gone Missing,” which played Wednesday night at the Whitney Humanities Center as part of The World Performance Project at Yale, the biggest loss was a very stylish, very expensive “size six black Gucci pump.”

As Susan, played with verbal precision by Katie Kreissler, wrestles with an automated lost-and-found service over the telephone, her tragicomic desperation to recover a prized possession hits the audience with full force. “Gone Missing,” by way of dramatizing (and musical-izing) both fictional and real-life interviews, sustains the entangled pain and patience encapsulated in Susan’s emotional tug-of-war throughout the rest of the show. To search for something that may be irrevocably lost is, according to the show, a ridiculously frustrating and yet evocative process — a random twisting of a Rubik’s cube that, even though the desired end is to line up the colors, still produces complicated patterns and a growing ennui with life’s seemingly infinite struggles.

“Everything The Civilians does is an investigation into real life,” said Artistic Director Steven Cosson during a Q&A session after the show. Cosson, who co-wrote “Gone Missing” along with songwriter Michael Friedman, founded the small New York-based company in 2001 and began to work on the show’s script about a year after the September 11 attacks. According to Cosson, “Missing” was born out of the complex emotions and memories associated with that tragedy.

The Civilians, while accustomed to playing at the off-Broadway Barrow Street Theatre, had to adapt their set and choreography to the confines of the Whitney Humanities Center auditorium: six stools facing the audience (each of them flanked by a bottle of Poland Spring) and a stage-right piano were all they had. When the performers entered in their unassuming grey and navy business suits, indiscreetly half-assing their choreography and throwing their monologues at three stationed microphones, there was a noticeable tension that — while perhaps a result of their unfamiliarity with the space — actually intensified the overall effect of the performance.

Composed of a series of speeches, dialogues and cabaret-style musical numbers (including one in Spanish and one in German), “Missing” asks each of six actors to assume multiple roles merely by changing his or her voice. Sorry, no costume changes to hammer in the point — which caused quite a challenge for one cast member: “I just don’t feel very sexy in my [manly] suit,” complained Lexy Fridell after the show, referring to the contrast between her saucy musical number and her dull threads.

The show succeeds in creating lively characters because they are based on interviews conducted by the original cast members. According to Cosson, the posed question was: “Can you tell me about a time you lost something?” After the interviews, the actors and writers set to work to edit and layer their content into a solidly entertaining (and, at times, harrowing) study of memory and loss.

Now, if Carrie Bradshaw were writing this article, she might at this point insert a paragraph that read something like this (to be read in Sarah Jessica Parker voice-over tone): “The show reminds us that maybe possessions aren’t just material. The sentimental value we attach to heirlooms, trinkets and — above all — designer footwear is difficult to part with. And it’s only when these things are lost that we come to realize just how valuable they were to us. I can’t help but ask, which is worse: hanging on to something forever and then forgetting its worth, or losing something only to fully appreciate how much it meant to you?”

Luckily, “Gone Missing” is far less cheesy than a mock-profound, eighth-grade writing-level summary of its major themes — even if it’s really not saying much more. But if the show is any indication of what lies ahead from the World Performance Project, then it’s going to be a year worth remembering.