This is a clinical paper in that it deals with a series of patients seen for psychotherapy by a group of trainees who were supervised together. Several common characteristics emerged and four of the most typical patients are described in detail. They were all difficult to work with, had seen or were seeing many other therapists and could not use insight interpretations. They had all suffered rejection, real or imagined, from previous therapists but persisted in their search for the ideal therapeutic partner who would omnipotently remove their symptoms. The degree of their perplexity and frustration led us to look upon them as lost. Following the description of each of the patients, the paper comments on four main areas: story making and its absence; the importance to the patient of not knowing; holding; technique. We believe that every analyst has encountered such a lost one in their practice.