I don't ask characters to keep track of ammunition, but if they are using a crossbow or some type of gun, I will absolutely penalize them for not remembering to reload between combat. Or forgetting to retrieve thrown weapons. Its just always funny in an evil sort of way.
"I'm going to attack the troll!"
"Alright, how do you want to attack?"
"I'm going to throw my enchanted spear at it!"
"Your spear is a level down, back where you last threw it when fighting those goblins earlier."
Shocked pickachu face