Which colony is referred to as the "Lost Colony" in early American history?

The colony referred to as the "Lost Colony" in early American history is Roanoke Island. This term arises from the mysterious disappearance of its settlers. Established in 1587 by Sir Walter Raleigh, the colony was one of the first attempts at English colonization in the Americas. After the governor, John White, returned to England for supplies and delayed his return due to the Anglo-Spanish War, he found when he returned in 1590 that the settlement had been abandoned with no clear indication of what had happened to the colonists. The only clue left behind was the word "Croatoan" carved into a tree, which led to much speculation and intrigue. This lack of evidence about the fates of the settlers has captivated historians and led to the nickname, making it a significant mystery in early American history.

In contrast, other colonies mentioned, such as Jamestown and Plymouth, have well-documented histories with their challenges and accomplishments, and New Amsterdam was eventually established as a thriving settlement that became New York. Thus, Roanoke Island's unique circumstances set it apart as the "Lost Colony."