Here is a short list of handy items for a Call of Chtulhu player character to have in his/her pockets or person. Most of them are very common things, found everywhere, but oh so useful to the cunning-minded. An additional plus is that none of them are illegal and apt to be overlooked in a search. I have left off some obvious items like flashlights, burglar tools, guns and the like because they would not normally be carried everyday. This list is for common pocket items only. I suppose there is even a use for pocket lint as tinder in making a fire. The idea is to think and carry items correct for your character and era.
For example: Matchbook/lighter/matchbox, common string, magnifying glass, pen knife multi blade, small notebook with pencil, handkerchief, business cards, shoelaces, pocket watch/wrist watch, ring, brooch, paperclips and a couple rubber bands, keys, comb and pocket mirror, toothpick, whistle, a bit of wax, cough drops, gloves, umbrella/cane, hat, a piece of chalk, compass, fountain pen, coins, tobacco, & etc.
A bit of soft wax can be used to make an impression of a key or a seal stone. It will also burn. Cough drops are just nice to have. You can use the rubber bands to launch the cough drops at people. A piece of chalk is always useful whether you are in a sewer or making a journey to the center of the earth. A compass is obvious, but they are also set into knife handles and the like. Some items are always on your person like cuff links, neck ties, coat buttons, hat pins, glasses, false teeth, handkerchief and would elicit no surprise from somebody searching you and would be in no danger of confiscation by crooks, culties or police. That bit of twine or loose button just might save your life. Think, think, think.