Lost Marbles is something you can find in the different zones you’ll visit during your adventure through Tiny Tina’s Wonderlands. Here you’ll be navigated to the Lost Marbles which are scattered around Brighthoof.
Lost Marble Location #1
The first Lost Marble requires you to first head inside Izzy’s Fizzies. Find the stairs leading to the second floor, then go out onto the balcony. There will be some wood extending from the balcony here, so carefully cross it and jump to the roof it’s pointing to. To your south, there is a net with some barrels inside it, but you should also see the Lost Marble in the same net. Jump to it and strike it with your melee weapon to break it.
Lost Marble Location #2
Before you can get this Lost Marble, you need to have progressed in the main story enough to have completed Emotion of the Ocean. Doing this will drain the waters in Brighthoof, allowing you to explore the grounds under the water. Once you’ve done this, go to where the one portal appears after you’ve traveled from another location and to Brighthoof. This is just west of the golden chest that requires Skeleton Keys to open. Jump down to the ground below and pass underneath the bridge where the portal lays. You will see a busted open grate here, so drop down and climb the ladder you find there. You will be brought to the room that has the Lost Marble on the table. To get out, there is a lever right next to the gate that will open it.