In everyday life, it often seems like momentum isn't conserved, for two basic reasons - first, we're often dealing with situations in which one object is much, much more massive than the other objects involved; those big objects act as momentum sinks. When I jump, I'm imparting a force on the Earth of the same magnitude as the force that the Earth is imparting on me, but I move about 80 sextillion (8 times 1022) times more than the Earth does. And since the Earth (or some other big object) can be our reference for motion as well, it's hard to detect the motion of the bigger object even if it's moving. Careful consideration can always find out where the linear or angular momentum has gone in a particular situation. It's worth noting that fields (like the electromagnetic field) can carry momentum as well; even though gravity waves have not been directly observed, the orbital decay of pairs of neutron stars has been observed, and that decay matches the expected transfer of angular momentum from the neutron stars to the gravity waves - so the whole system means "the neutron stars and the waves."