Back when I used a point and shoot camera that had a removable lens cap, the cap had a little thing on the inside that would grip the neck strap and stay put when taken off. I loved that and was sad to see when I move to a DSLR that I was responsible for keeping up with that lens cap. That means that I often end up misplacing the cap for my camera.
A new concept product is on Kickstarter seeking the funding to come to reality that will keep up with your lens cap for your DSLR much like that old point and shoot of mine did. The holder threads onto the neck strap of your camera and has a ring sized to fit the lens caps from several camera brands.
The cap is available in multiple sizes to fit new digital cameras from Nikon, Canon, and others. The thing is also offered in versions that will fit caps from SLR vintage cameras too. The project needs $3,900 to be funded and has 14 days to go to reach that goal and come to reality.