What is this Lionel part?

I'm pretty sure it's called a rotating bearing cap

Alex

Alex is correct, the parts listing is not up for your caboose yet. Heres an image from a Lionel tank car with the same caps:  

I would send Lionel and email with the necessary information. You'll likely hear back from them on Monday, If your caboose is still under warranty I'm sure they'll drop some bearing caps in the mail for you.

Fill out the form under the "service/repair question" link here: http://www.lionel.com/ContactUs/

Sam,

  If you want i have them, i can put them in an envelope and send them to you

Alex

Yes they are bearing caps.  I had to order 2 of them from Lionel for my Santa Fe caboose cost 80cents each.

Thanks for your reply everyone. Alex, thank you also for your very generous offer, but I feel Lionel should have to pay for these.

Since Laz mentioned he had the same issue, do these parts commonly go MIA now and again? Even some time down the road, I could see how maybe they could fly off the axle end and never to be seen again. Not a big deal to replace, but should I get a few extras to have on hand just in case?

Its nothing that a drop of CA can't take care of.