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 Sunfang Oasis.
Lost Marble Location #1 - Everfrost Icetomb
Head to the Everfrost Icetomb Fast Travel and go into the room just before the fast travel to find the first Lost Marble sitting beside the statue.
Lost Marble Location #2 - The Labyrinth of No Escape and Also Endless Torment
Head to the The Labyrinth of No Escape and Also Endless Torment Area of Sunfang Oasis, then progress through the area until you reach the broken stairs. Here you’ll find the second Lost Marble by going up the path on the right.