What I meant is, is this tense used in regular day-to-day conversation? I know the sentence is taken out of context, but it is so clunky and unnatural, even when I translate it into my mother tongue, French. I suppose, if I'm trying to guess where a terrorist will place a bomb, that would work. Thanks for all your great feedback, BTW.
I see what you mean. This tense is regularly used in everyday life and it is not just a whimsical idea to teach how to use it. It is very important for the sequence of tenses (consecutio temporum) to indicate an event that is expected or planned to happen before a time of reference in the future. It is also used to show uncertainty about an event (this is the case of DL's phrase) and to make a hypothesis or deduction about something which happened in the past.
Thank you for your appreciation. I am really glad to give a hand to all the people that have a hard time with italian language.
Massimiliano is 100% correct. However, I know many native speakers of American English who go through their entire lives without ever using (or apparently understanding) the future perfect. It seems indispensable to me because without it, it is easy to get confused about the timing of future events.
The conjectural use of the future perfect tense (futuro anteriore) can be translated into English in a case like this as "where might/could/can he have left it" because conjecture can be implied in the use of this tense in Italian. In English we can also express conjecture with the use of the future perfect (where will he have left it?) but we usually just use "might/could/can he have left it" instead.