I could have sworn that you lose a Retainer if you are reduced to 0 stamina or Sanity, but I can't seem to find the rule. Am I correct, or not?

Solan said:

Page 16 in the rulebook, under the Insane in Arkham, Unconscious in Arkham, and Insane or Unconscious in an Other World headings:

"He must immediately choose and discard half of his items and half of his Clue tokens (rounded down), along with all retainers (if any)."

Which, on a side note would seem to denote that you can have more than one retainer, but page 23 states:

"SPECIAL CARD LIMITATIONS
In most cases, a player may never have more than one
copy of each special card at the same time. This rule
applies to Retainers, Bank Loans, Silver Twilight
Memberships, and Bless/Curse cards."

I guess page 16's ruling is just to cover the eventuality that a future card may let a character have 2 retainers at once.

Do you keep your Retainer if your draw a Injury or Madness card?

MrsGamura said:

Dunwich rules say you don't discard clues or items when you go insane/unconscious and take an injury or madness card, but it doesn't say anything about not discarding retainers, so I'd say you still lose it.