Lost Marbles are something you can find in the different zones you’ll visit during your adventure through Tiny Tina’s Wonderland. Here you’ll be navigated to the Lost Marbles which are scattered around Wargtooth Shallows.
Lost Marble Location #1 - Recent Beach
Head to the Recent Beach Fast Travel and follow the path around to the southeast and you’ll see a shipwreck in the corner. Here you’ll want to walk around to the left of the shipwreck to find a wooden plank bridging the gap, then head across and climb into the wreck to find the first Lost Marble inside.
Lost Marble Location #2 - Dumpstat Trench
Head to the Dumpstat Trench Fast Travel and follow the path around to find the NPC Oran, then accept the Twenty Thousand Years Under The Sea Side Quest. Follow Oran and wait for him to open the door into the Temple Of Grissnissak. Here you’ll want to head out of the exit on the right and look up to find an anchor that’ll you need to shoot to break a hole in the ground. Finally, underground to find the second Lost Marble.