The passing of the sai presages the end of the old clan and the ascent of the new.

Sai of the Shinobi

Equipped creature gets +1/+1.
Whenever a creature you control enters, you may attach Sai of the Shinobi to it.
Equip {2}

Masters 25

Equipped creature gets +1/+1.
Whenever a creature enters the battlefield under your control, you may attach Sai of the Shinobi to it.
Equip {2}

Planechase Anthology

Planechase 2012

If you choose not to attach Sai of the Shinobi to a creature that enters the battlefield, or if you can't (most likely because the creature has left the battlefield by the time the triggered ability resolves), Sai of the Shinobi doesn't move.