this video was very interesting, but complicated for me at the same time.
i don't know if i can explain my thoughts precisely, but i'll try..
i thought that the symbol of the "lost thing" is some sort of feeling that we all had when we where younger. everything seems fun and exciting to children. like the boy in this video, he thought collecting bottle caps was fun. i think everyone has experienced this phase of life when you're really obsessed with something, and when you grow up and look back you think, "why on earth was i so into this?!?!?". and i think the "lost thing" was that. the excitement and joy you felt towards everything you saw when you were young.
so the meaning if the "thing" is lost is that people grow up and grow out of those things you were interested in the past.
remember in the video, at first, every one or thing except from the boy and the "thing" was black-and-white, but the boy and the "thing" had colours? i think black-and-white meant that the people around were all grown ups' that no longer had the same feeling as they did when they were younger. the scenery was all black-and-white too because this whole society is making us forget those feelings.
when the "thing" went into the special room, i think it meant that now it was safely kept in the boy's memory.
after that, the boy couldn't see much of those "lost things" anymore and he turned into black-and-white as well as the other people on that train. he had grown up.
hope you can understand what i want to say :P