It's an interesting question.
Starting here:
Genesis 17:5
No longer will you be called Abram ; your name will be Abraham, for I have made you a father of many nations.
[father of many] "nations"
H1471
גּי גּוי
gôy gôy
go'ee, go'-ee
Apparently from the same root as H1465 (in the sense of massing); a foreign nation; hence a Gentile; also (figuratively) a troop of animals, or a flight of locusts: - Gentile, heathen, nation, people.
"Abraham"
H85
אברהם
'abrâhâm
ab-raw-hawm'
Contracted from H1 and an unused root (probably meaning to be populous); father of a multitude; Abraham, the later name of Abram: - Abraham.
God has made Abraham by covenant the father of the Gentiles. Abraham is the original Gentile; his father was a pagan. Abram gives his tithe to Melchizedek before he is circumcised (thereby becoming a 'Jew').
Jesus says,
Matthew 15:24
He answered, "I was sent only to the lost sheep of Israel."
Jesus tells his disciples,
Matthew 10:6
Go rather to the lost sheep of [the house of] Israel.
The message is to the Jews first, and then to all.
Matthew 28:19
Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost:
But who are the lost sheep of the house of Israel? The ten tribes of Israel were truly lost about nine centuries before Jesus was born, having been taken into captivity by Assyria, assimilated, and scattered, probably to every nation on earth. They are lost to themselves, as well as to the world. But, a description of them is given here, so we would know what to look for in identifying them.
3Reuben, thou art my firstborn, my might, and the beginning of my strength, the excellency of dignity, and the excellency of power:
4Unstable as water, thou shalt not excel; because thou wentest up to thy father's bed; then defiledst thou it: he went up to my couch.
5Simeon and Levi are brethren; instruments of cruelty are in their habitations.
6O my soul, come not thou into their secret; unto their assembly, mine honour, be not thou united: for in their anger they slew a man, and in their selfwill they digged down a wall.
7Cursed be their anger, for it was fierce; and their wrath, for it was cruel: I will divide them in Jacob, and scatter them in Israel.
13Zebulun shall dwell at the haven of the sea; and he shall be for an haven of ships; and his border shall be unto Zidon.
14Issachar is a strong ass couching down between two burdens:
15And he saw that rest was good, and the land that it was pleasant; and bowed his shoulder to bear, and became a servant unto tribute.
16Dan shall judge his people, as one of the tribes of Israel.
17Dan shall be a serpent by the way, an adder in the path, that biteth the horse heels, so that his rider shall fall backward.
18I have waited for thy salvation, O LORD.
19Gad, a troop shall overcome him: but he shall overcome at the last.
20Out of Asher his bread shall be fat, and he shall yield royal dainties.
21Naphtali is a hind let loose: he giveth goodly words.
22Joseph is a fruitful bough, even a fruitful bough by a well; whose branches run over the wall:
23The archers have sorely grieved him, and shot at him, and hated him:
24But his bow abode in strength, and the arms of his hands were made strong by the hands of the mighty God of Jacob; (from thence is the shepherd, the stone of Israel:)
25Even by the God of thy father, who shall help thee; and by the Almighty, who shall bless thee with blessings of heaven above, blessings of the deep that lieth under, blessings of the breasts, and of the womb:
26The blessings of thy father have prevailed above the blessings of my progenitors unto the utmost bound of the everlasting hills: they shall be on the head of Joseph, and on the crown of the head of him that was separate from his brethren.
--Gen 49
Those are the ten tribes that went missing, including some of Levi (and under Joseph, a double portion, his sons Ephraim and Menassah).
Some speculate, and I tend to agree, that these missing tribes are today's Christians.
The tribes that were present at the time of Jesus had returned from captivity in Babylon and were Judah and Benjamin (with some Levi). It is also quite probable that members of those tribes who did not return are to be considered part of the lost, also.
That's my best understanding of the general history of it.
