She appears during the first series, wherein the first guest encounters her crying over her missing doll while followed by Gregory. Gregory explains that she lost her doll when her heartless parents had thrown it away and has been looking for it ever since. He encourages the first guest to comfort her, but she turns hostile and throws the first guest back, screaming for her doll. In her twisted form, she disappears into the darkness of the hall while laughing wickedly. Clearly amused by the series of events, Gregory tells the first guest that she (or rather her evil side) is the very doll she's searching for.
The Lost Doll makes a reappearance in The Last Train, wherein she is once again searching for her doll. Her evil side taunts her relentlessly by saying that she is the very doll she seeks, but her little girl side seems oblivious to that. Gregory then turns her into the Lost and Found department, saying that the owner will never reclaim it.
As you might think, the player character must get the actual doll to acquire the soul in the Lost Doll's possession (given that she's allegedly the doll she's searching for, it could be a copy). First, the player character must trade enough items found throughout the game to match the value of the doll in Gregory's shop. With the doll in hand, the player character must venture to the upper corridor and give the doll to her. The Lost Doll will joyously play with the doll and drop the soul in her possession for the player to collect.
She generally hangs around in that upper corridor and can usually be avoided should the player character not go there. However, she is still a hostile character who will harm the player character through her Horror Show.
She cries and demands that the player character give her doll back, resulting in a jump scare attack. Her evil self also reveals that she is the doll she's searching for.
PersonalityFor the most part until she's angered, the Lost Doll is a little girl who just wants her prized toy back. If Gregory's words are to be taken as fact, then her transformation into one of Gregory House's residents and corrupted evil side make her a kind of tragic villain. When enraged, which can be at any time, she turns in her hostile form and expresses a sadistic pleasure at how her other self's quest to find her other doll is in vain. This only makes her more of a tragic villain, as she is condemned to search for the doll forever. Her appearance in The Last Train supports this. However, if Gregory's words aren't fact, then the Lost Doll may only be an evil entity with a sorrowful guise.
It is said that she is good friends with Cactus Gunman.