Sir Walter Raleigh establishes a second settlement in Roanoke, Virginia, under the leadership of John White. This is ultimately a failure, after the settlers attempt to attack some Spanish merchant ships off the coast of Cuba and vanish without trace, possibly having been massacred. When a group of colonists returns from England with supplies in 1590, it finds no trace of the settlers - hence the name of the "Lost Colony".
Editors. "Second colony established by English settlers off the coast of the US". The Literary Encyclopedia. First published 01 March 2010
[http://www.litencyc.com/php/stopics.php?rec=true&UID=10767, accessed 21 November 2014.]