The correct answer is - Roanoke Colony.
The Roanoke Colony, that has been set on the Roanoke Island near North Carolina, bears the nickname of ''The Lost Colony''. This was the first settlement of the British Empire in the New World, but it was a short lasting one, because of the lack of food and the bad relations with the local population. Most of the people either returned in England, or died, so the colony had lost all of its inhabitants before the second expedition came, thus it got the nickname '' The Lost Colony''.