It's usually possible to compute (with good accuracy) the paths of Solar System comets from observational data. Sometimes, however, they don't behave as expected, and are classified as 'lost'.
There are a number of reasons why a comet might not adhere to its previously calculated path :
Wikipedia maintains .a list of known 'lost' comets (currently over 30 of them).
Note that because some comets have very long orbital periods, they are occasionally thought-of as 'lost' but then reappear - as happened with 177P/Barnard