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This answer makes a pretty good case that RAW there is no special consideration given to Unbreakable Arrow (XGtE, pg 139) in terms of recovery of the ammunition.

It seems that ammunition breakage is baked in to ammunition recovery after a fight, and that an unbreakable arrow would improve the recovery rate somehow, but RAW is RAW.

Assuming an unbreakable arrow is no more recoverable than an ordinary one, are there any benefits to having and using unbreakable arrows outside of very niche roleplay situations where someone tries to steal and break your arrows?

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Unbreakable arrows allow for inventive puzzle solving

By virtue of the fact they cannot be broken outside of an anti-magic field, they lend themselves to a variety of inventive uses during exploration. For example:

  • shooting them into a vertical wall to make a stairs out of arrows
  • jamming up the gears in a mechanism (eg a complex trap)
  • a makeshift set of picks for use when climbing
  • stuck between some crushing walls? A few unbreakable arrows will stop those walls from killing you
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    \$\begingroup\$ Stop the mouth of an animal from closing. They make great bars for small entries or prison windows. If you tread them like a basket inside of an anti-magical field without breaking them, you have an unbreakable basket. In the same line of thought you can make a wall from this an use it as a shield or plating. IF you can get enough of them. \$\endgroup\$
    – Chepelink
    Jun 12 '20 at 21:54
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It doesn't (really) provide utility

This item is from the section on "Common Magic Items" in Xanathar's Guide to Everything which states this (XGtE page 136, emphasis mine):

The Dungeon Master’s Guide includes many magic items of every rarity. The one exception are common items; that book includes few of them. This section introduces more of them to the game. These items seldom increase a character’s power, but they are likely to amuse players and provide fun roleplaying opportunities.

The common magic items given are not intended to provide utility, but to provide flavor and roleplay opportunities for your game.

The section on ammunition contains this information regarding spent ammunition:

At the end of the battle, you can recover half your expended ammunition by taking a minute to search the battlefield.

If I was the DM

As a DM if I was going to add any effect to the Unbreakable Arrow, I would probably just allow the player to round up instead of down when collecting spent ammunition and include that any unbreakable arrows used are collected first.

See illustro's excellent answer for inventive uses out of combat.

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It's a common magic item

You are correct in that breakage is not the only issue in recovery so the unbreakable arrow still needs to be recovered.

It's moreso that it just can't be broken, for whatever reason there may be for that. Niche or not, that's its purpose. And it's utility isn't huge, which is probably why it's common.

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General Magic Items

All magical weapons get to ignore resistance to non-magical piercing/bludgeoning/slashing damage. This is a very common resistance on monsters, and so unbreakable arrows are very useful for overcoming this.

Unbreakable nature

With regards to it's unbreakable nature, the rule on recovering half the spent ammunition after 1min of searching applies outside combat. If you want to retrieve an arrow mid-combat your DM will probably allow greater use of an unbreakable arrow than a normal arrow.

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The problem with ammunition recovery is not merely about them being broken and hence unusable.

It seems that ammunition breakage is baked in to ammunition recovery after a fight, and that an unbreakable arrow would improve the recovery rate somehow, but RAW is RAW.

As a sometimes-archer I lost a few arrows from target practice simply by shooting the target, missing and them embedding themselves into medium high grass is such a fashion that I simply was unable to retrieve it. I knew where I shot at, I combed the grass - but still no arrow to be found (RealLife Expertise - might not transfer 100% over).

Should be the same in a fight, sometimes the darned thing just can't be found afterwards so no reason to give someone using unbreakable arrows a higher retrieval chance.

As for unbreakable arrows usages beside being used as ammunition:

  • use as a lightweight prybar
  • ice-pick
  • combine with 2 ropes for a ladder (use as ladder steps)
  • use 3-4 of them for a more silent (aka wooden) climbing hook
  • use as throw-stick for your companion wolf (won't be chewed up)

Outside of RAW:

As a DM I would grant you a chance of retrieving broken arrows if you use f.e. Detect Magic

For the duration, you sense the presence of magic within 30 feet of you. If you sense magic in this way, you can use your action to see a faint aura around any visible creature or object in the area that bears magic, and you learn its school of magic, if any.
The spell can penetrate most barriers, but it is blocked by 1 foot of stone, 1 inch of common metal, a thin sheet of lead, or 3 feet of wood or dirt.

because of them not getting broken and hence unusable - so the only factor for retrieving them would be to actually find them.

Chances of finding them would depend on the combat and environment situation, examples:

  • lower for a ship to ship shooting: don't hit something and they may go overboardnd sink
  • lower for ballistic kind of shooting: it is harder to guess where it would have hit
  • higher for indoor/cave situation in some kind of confined space

Ambient magic might also influence chance: areas with no ambient magic might make it easier to detect the glow, areas with high ambient magic make it harder.

With Detect Magic and ammo retrieval loosing an arrow would be more of a "item drain" or advenure hook.

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    \$\begingroup\$ If it's lost in an area you can access (like grass, not off a cliff or into lava), get someone with Detect Magic active to help you comb the area. It can be cast as a ritual so this is plausible without burning resources other than time. Detect Magic gives you a 30ft radius that you can search at full walking speed, should cover a lot of area pretty quickly. \$\endgroup\$ Jun 13 '20 at 13:11
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    \$\begingroup\$ @Peter great idea - I somehow made it not quite clear that that was a RL experience ;o) \$\endgroup\$ Jun 13 '20 at 13:40
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    \$\begingroup\$ It was clear you were talking about real life experience, I was just pointing out that magic has a solution to the problem that isn't available in real life. So if the DM says "you can't find your arrow in this grass / forest", detect magic is one answer. Your real life experience is part of what the ammo-recovery rules are trying to simulate, letting us know what specific problem there is to solve with magic. \$\endgroup\$ Jun 13 '20 at 13:59
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    \$\begingroup\$ Your logic is a bit off me thinks... "Sometimes an arrow is just lost, so no reason for unbreakable arrows to ever be easier to recover"? \$\endgroup\$ Jun 14 '20 at 20:37

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