During the events of the Wano Country arc in the One Piece series, Roronoa Zoro did not lose any of his swords. All of his original three swords—Wado Ichimonji, Sandai Kitetsu, and Shusui—remained in his possession throughout the arc. Additionally, Zoro acquired a new sword called Enma during his time in Wano Country. So, he did not lose any of his swords during his stay in Wano.