According to The Lost website, The Lost began in 1964 with eight US marines who met in Hanoi, Vietnam. After the war ended, they had a continued thirst for drugs and violence. Because of this, they started the club and named it 'The Lost' in honour of all their friends who had been killed in the war.
The Lost MC also has a chapter in Broker, Liberty City. In 2008, Johnny met up with six bikers from The Lost's Broker chapter on the Broker Bridge. Jason also called for help to the Broker chapter when hired gunman Niko Bellicattacked him.
While there is no chapter in Algonquin, Johnny and other members of The Lost have been seen in Algonquin. The Liberty City chapter appears in GTA Chinatown Wars with members appearing as enemies in several missions.
The emblem of a Los Santos chapter is seen on a fence in the "Trevor" portion of the third trailer. Trevor also hits a member of The Lost with a Baseball Bat. This is despite dialogue in The Lost and Damned that implies the club is limited to the Liberty City area. Though despite some dialogue from Johnny to Billy, it is possible that The Lost could have chapters spread throughout the east coast, though this is unconfirmed.
It is believed, though it remains unconfirmed, that The Lost MC has established a chapter in Sandy Shores to take advantage of nearby Los Santos and the criminal rackets it has on offer.
It is mentioned that The Lost and the Angels of Death are in a war similar to the one between (names not mentioned, only Los Santos) the Grove Street Families and the Ballas. It should also be noted The Lost and their bitter rivals the Angels of Death. hate each other just as much as the Grove Street Families and Ballas do.
It is very notable that the Lost Clubhouse resembles the Hells Angels New York Clubhouse. It has matching walls, doors and it's compact design is a match.
The Lost are based on the Outlaws MC as referenced by The Lost's bitter rivalry with the Angels of Death who are in turn based on the Hells Angels. This rivarly parallels the real-life feud between the Outlaws and the Hells Angels. More proof of this is that The Lost MC's motto 'The Almighty Forgives, The Lost don't' is clearly based on the Outlaws MC motto 'The Almighty Forgives, Outlaws don't'.
In GTA IV if the player reaches Vigilante level and does a Grand theft auto mission, he will encounter members of The Lost carjacking.
Billy Grey and Brian Jeremy were convicted of the same crime in the same year (murder in 1989). It's possible it was a two-man job and it might explain why Brian is so loyal to Billy.
It's possible that members of The Lost are extorting or are employed by Globe Oil's offices in Berchem, Alderney, as Johnny refers to their rear parking lot as "Lost MC turf" during the mission "Liberty City Choppers".
If the player looks at the memorial wall inside the clubhouse they can see that one of the fallen Lost members uses an Angels of Death model.
After Johnny, Terry, Clay and Angus burn down the clubhouse, it is highly likely (but not confirmed) that the Alderney City chapter is disbanded, as they they have no headquaters and have lost too many members to carry the chapter on, although you can still find some members after Get Lost in Gang Wars. However, motorcycle clubs have been known to recover from such devestation so there could be a future for Johnny's chapter.
Like the FX Television show "Sons of Anarchy" the founders of the club are Vietnam War veterans.
In GTA IV, TBoGT, and Chinatown Wars The Lost MC are the protagonist's enemies, but in The Lost and Damned, The Lost MC are allies, this is due to the fact that Johnny Klebitz (the player character in The Lost and Damned) is Vice-President (later President) of the Alderney City chapter. Members of The Lost will come to Johnny's aid as well as attacking any pedestrians that attack, or are attacked by, Johnny.
A black burrito bearing a symbol used by The Lost Motorcycle Club can be seen in the GTA V Trailer #2. Also in Trevor's trailer, he is seen hitting a member of The Lost, and their logo is seen, when Trevor is firing his weapon. This lends strong proof to the fact that The Lost will appear in GTA V, the club has either formed a chapter in Los Santos or relocated to the city.
Although they are enemies, in TBoGT, members of The Lost can be spotted outside The Angels of Death's clubhouse.
Night Hog died in 1982, as the first Lost casualty in their feud with the Angels of Death. Even after taking two shotgun shells to the face, he was standing up and firing his SMG before he died.
Mitch died in 1985 when he was having sex on a moving bike, and was hit by a freight train.
Bozo died in 1999 when he was shot directly in the head in a shootout with three police officers.
Dirty Sue died in 2001 when he was drunk while driving his motorcycle, veered onto oncoming traffic and was hit by a truck.
Harper died in 2006 in a methlab explosion. He had previously lost one of his ears in 2003 to a similar explosion. As told by The Lost website, he "didn't sell to homos - which is rare in this world of hypocrites and sellouts," suggesting The Lost are homophobic (though, unlike the Angels of Death, they are not racist and have befriended the Uptown Riders).
Horse was killed by The Lost after turning state's evidence.
Brian Jeremy defects to start his own chapter, feuding with former Lost brother Johnny Klebitz and his faction. Johnny murders most of Brian's trustees, then kills Brian himself.
The Lost's clubhouse is heavily damaged by Ray Boccino, and then burned down by the remaining members of the Alderney chapter to "put it out of its misery."
The Lost enters a violent war with a Sandy Shores resident by the name of Trevor Phillips. The war began over the right to sell weapons and drugs in the area which Trevor claims control over but The Lost MC disputes.
The Lost MC Gallery
Billy Grey, former President of The Lost MC's Alderney City chapter.
Johnny Klebitz: Vice-President (former), President.