It's usually possible to compute (with good accuracy) the paths of Solar System comets from observational data. Sometimes, however, they don't behave as expected, and are classified as 'lost'.

There are a number of reasons why a comet might not adhere to its previously calculated path :

• The comet may have disintegrated or evaporated en route
• Its orbit may have changed due to a close encounter with another object
• Its orbit may have 'ejected' it from the Solar System
• The orbital period is too long to calculate (i.e. one recorded 'visit' only)

Wikipedia maintains .a list of known 'lost' comets (currently over 30 of them).

Note that because some comets have very long orbital periods, they are occasionally thought-of as 'lost' but then reappear - as happened with 177P/Barnard