I friend showed me his Model 39 that he as owned since the late 1970s. The little thing on the left side of the frame fell off and was lost. Are these parts available or does the gun have to be sent back to Smith & Wesson?
That piece is called a slide stop button - it appears on the schematic to be an integral part of the frame and it is not shown as an orderable part on the S&W parts list. Hopefully Smith & Wesson can help your friend - that pistol is much too nice to be a paperweight.
You could also try Frank Smith at 325-885-2700. He is an authorized S&W gunsmith.
That little thing is definitely a Slide Stop Button. I have lost two of them. Order it from Midway USA and take it to your local Smith to ream out the back side of the hole in the frame, have him insert the button and punch it from the back side to crimp it in the hole. Notice, the back side of the button has a indentation and when punched, it acts like a rivet securing it to the frame.
In adddition to the staking, Loc-Tite Stud and Bearing Mount (red Loc-Tite, believe product code is 271) should also be used on the part of the button that passes through the frame.