Humans learn that temporarily occluded objects continue to exist within the first months of their lives. Deep learning mod- els, on the other hand, struggle to generalize such concepts from observations, due to missing proper inductive biases. Here, we introduce the first self-supervised interpretable ma- chine learning model that learns about object permanence di- rectly from video data without supervision. We augment a slot- based autoregressive deep learning system with the ability to adaptively and selectively fuse latent imaginations with pixel- based observations into consistent object-specific ‘what' and ‘where' encodings over time. We show that (i) Loci-Looped tracks objects through occlusions and anticipates their reap- pearance while outperforming state-of-the-art baseline models, (ii) Loci-Looped shows signs of surprise when the principle of object permanence is violated, and (iii) Loci-Looped's internal latent loop is key for learning object permanence.