Not disagreeing with Kyla, no one knows. But the most probable story:
Following the death of Solomon, around 950 BC or thereabouts, the Israelite tribes split into two kingdoms, Israel (10 tribes in the north) and Judah (two tribes in the south). The Book of Kings records the histories (usually considered to be fairly accurate) of both nations.
I’m at work, so I don’t have my references, but somewhere in the 700s BC, Assyria conquered the northern kingdom.
Many of the people fled south, to Judah, and were integrated into the southern nation, their tribal identities lost over time. ((Friedman, in his book Who Wrote the Bible thinks this was the point at which different versions of the same stories were combined, to help integrate the people into a common history/tradition.))
Those who were taken off to Assyria as slaves and captives, pretty much got assimilated into the pagan Assyrian culture. It was common belief at the time that the strongest god won battles for his believers, so if the Assyrian god could overcome the Israelite god, then the Assyrian god was stronger. So, no surprise that the captives assimilated into the larger culture.
((Aside: It is an extraordinary anomaly of history that when the southern tribes were conquered by Babylon, around 150 years later, the did NOT forsake their religion but molded and evolved it to reflect a universality to their God. ))
In any case, those tribes lost their identity and their center (having lost their leaders). There have been numerous wonderful theories about how the ten “lost” tribes are really Ethiopians, Chinese, Irish, American Indians, or Greenwich Village homeless. All nonsense.