In one of the fiercest duels in all of Star Wars, Yoda and Darth Sidious fight for control of the future of the Republic within the confines of its very Senate building in Revenge of the Sith. All of the Clone Wars leads up to this confrontation where the two avatars of the Force -- the embodiments of Light and Dark -- struggle for dominance. Ultimately, neither tops the other, but time is not on Yoda’s side, as his defeat was decided long before the fight ever began.
With the aftermath of Order 66 closing in around him, Yoda is forced to flee and enter exile, choosing to preserve a glimmer of hope rather than sacrificing himself. With that decision made, he needs to hurry to his rendezvous with Bail Organa, and in haste, he is forced to leave something behind -- his green lightsaber. Knocked from his grasp by a blast of Sidious’ lighting, Yoda dropped the weapon, and it fell several stories to the floor of the Galactic Senate rotunda. But while it is never seen again in the Star Wars films, the fate of Yoda’s iconic lightsaber is addressed.
Yoda’s lightsaber actually makes two appearances after his duel in Revenge of the Sith, but they appear to contradict each other. The more well-known appearance comes in a comic book, Marvel's Star Wars: Darth Vader #1 (2017), which shows Grand Vizier Mas Amedda holding up Yoda's weapon in a public ceremony in front of the new Imperial Palace. During the event, Amedda denigrates the Jedi and desecrates their weapons, destroying all of the sabers from slain Jedi across the galaxy in a massive fire.
However, while that should put an end to the debate, an entry on “Yoda's House” in the 2016 canonical reference book Star Wars: Complete Locations notes that a box in his hut on Dagobah “holds keepsakes, Jedi texts and Yoda's lightsaber.” That would seem to indicate that the comic’s story was made in error, but Charles Soule -- who wrote the comic -- offered a very Yoda-esque response on Twitter, saying, “He built a new one. Or he had more than one. Or Palpatine made up a fake one to make a point. Y’know? Errors, seek not. Stories, enjoy you should!”
The possibility that Palpatine created a replica of Yoda's weapon to show its destruction doesn’t make sense, though, because the public wouldn’t know what Yoda’s lightsaber looks like in the first place. Likewise, the idea that Yoda finds a Kyber and the other necessary parts to make a lightsaber in the short time before arriving at Dagobah just doesn’t line up.
However, Yoda having another lightsaber is endorsed by Lucasfilm Story Executive Matt Martin. He wrote, "Yup we were aware of that. It’s not an error though, it was clear from RotS that he didn’t leave Coruscant with that saber. A 900 year old Jedi has probably had more than a few sabers in his life." So, according to the experts, Mas Amedda did destroy Yoda's iconic lightsaber, but the Jedi Master had other ones lying around from his past adventures.