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There was a good history program I saw on this a few years back. It's been a while so don't quote me on this. But I believe it happened when the first temple was distroyed.. I think. might have been the second, but either way they fled down to africa and then just kind of stayed there, everybody kind of left them and forgot about them. >.> Yea I'm probably wrong, but that's all I can remember bits and pieces. The people whom I'm thinking of are int he north eastern part of Africa, they've mixed Judaism and Christianity into a seemingly homogenious mixture, that just seems to fit. But it's strange to see the very different pieces of the two religions in the mix.

Around 722 b.c. the king of Ashur took over the Kingdom of Israel (note there was still the Kingdom of Judah that was destroyed only years later and preserved the Jews we know today), he scattered the 10 tribes(out of 12) who were liveing there acroos the Ashuric kingdom. over the years most of the 10 tribes forgot their origins and the remaining 2 tribes (now refered as "Jews") were considered to be the last remains of that ancient culture. We belive that once the Messiah comes the 10 tribes will be found and return to Israel.
Some of the 10 tribes were already been found and many people belive this means the Geula is coming.

They would not have been lost if they had just brought a compass.