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TeX Frequently Asked Questions
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The error

! LaTeX Error: Float(s) lost.

seldom occurs, but always seems deeply cryptic when it does appear.

The message means what it says: one or more figures, tables, etc., or marginpars has not been typeset. (Marginpars are treated internally as floats, which is how they come to be lumped into this error message.)

The most likely reason is that you placed a float or a \marginpar command inside another float or marginpar, or inside a minipage environment, a \parbox or \footnote. Note that the error may be detected a long way from the problematic command(s), so the techniques of tracking down elusive errors all need to be called into play.

This author has also encountered the error when developing macros that used the LaTeX internal float mechanisms. Most people doing that sort of thing are expected to be able to work out their own problems…