The Northern Kingdom was conquered by the Assyrians in 722 BC, who scattered its inhabitants throughout the rest of their empire. The Southern kingdom, Judah, avoided annihilation by paying tribute to the Assyrians, and lasted another century and a half until the Babylonians conquered it in 586 BC. The Babylians didn't scatter the Judaeans, but exiled them as a coherent group such that they retained their Hebrew identity and weren't "lost."
After Solomon, the united Kingdom of Israel split into the Kingdom of Judah in the south and Kingdom of Israel in the north. Nine tribes of Israel founded the northern kingdom, with only Judah, Benjamin, and Simeon (with some Levites who were not landed) remaining in the south. The conquest of the northern kingdom by the Neo-Assyrian Empire led to the dissolution of most of the tribes living there, with some members of the other tribes fleeing to the south. However, the tribes in the south, notably Simeon, were now readily absorbed into the tribe of Judah. Thus, tribes were lost to the conquest by the Assyrians and by absorption by Judah.