Energy

Our own expanding universe is a good example of that strangeness. The energy density of matter decreases in inverse proportion to the volume of space. For instance, galaxies move apart, so that there are fewer of them in a given volume, in accordance with energy conservation. But the energy density of starlight and other forms of radiation decreases at a steeper rate. Their energy is lost. It does not go into some other form. This is allowed because an expanding universe is not symmetric in time; its growth differentiates past from future. So, general relativity makes it hard to sustain the view that energy is fundamental stuff from which everything else is made.

That is just the start. Consider the other theory that revolutionized the physics of the 20th century, quantum mechanics. The quantum world is uncertain; attributes such as energy are ill-defined or fuzzy. Worse, the theory has a very serious conceptual flaw, which must be taken into consideration when reviewing the ultimate fate of the conservation of energy.