Lamentation was a Valyrian-steel longsword of House Royce of Runestone, one of the oldest and proudest houses of the Vale, whose lords are said to trace their blood back to the First Men and the Kings of the Bronze Runes.
The sword was lost during the Dance of the Dragons, when the smallfolk of King's Landing rose against the dragons of the Targaryens. In the chaos of the Storming of the Dragonpit, as the mob broke down the doors and slaughtered the beasts within, Lamentation passed out of Royce hands and was never recovered.
Status: lost at the Storming of the Dragonpit.