The name of the horse that gave Lost Horse Valley its name is one of the many missing pieces in the jigsaw puzzle known as Joshua Tree National Park. Back in 1890, Johnny Lang and his father drove a herd of cattle into this area and set up camp. The next morning, they woke to find their horses gone. Johnny tracked them to the McHaney brothers camp (local cattle rustlers), and was promptly told "yer horses ain't here, ya better git lost." Johnny heeded their advice and returned to his camp. It's more than likely the McHaney brothers had stolen their horses during the night. At some point, the valley became known as Lost Horse Valley.

It seems like there are a lot of big things in JTree, and Lost Horse Valley is no exception.