General Synonyms:
* Missing
* Gone
* Vanished
* Disappeared
* Absent
* Unfound
* Strayed
* Misplaced
Synonyms for "Lost" referring to emotions or feelings:
* Despondent
* Hopeless
* Distraught
* Confused
* Bewildered
* Disoriented
Synonyms for "Lost" referring to objects:
* Mislaid
* Astray
* Out of sight
* Out of reach
* Gone astray
* Out of place
Synonyms for "Lost" referring to a sense of direction:
* Disoriented
* Confused
* Bewildered
* Off track
* Wayward
* Stray
Synonyms for "Lost" referring to a battle or fight:
* Defeated
* Overwhelmed
* Conquered
* Routed
Synonyms for "Lost" referring to opportunities:
* Missed
* Missed out
* Wasted
* Squandered
The best synonym to use depends on the specific situation and the meaning you want to convey.