Lostlorn Forest is a place in the Unova region East of Nimbasa City.
The forest seems like just any forest in which you can catch Pokémon. However, there's more than meets the eye as there's a bigger secret to be found.
There's a lady living in a trailer in the back of the forest that doesn't talk to you or anyone else. If you have the Shiny Entei, Raikou, or Suicune in your party from a Generation IV distribution event, then the lady will jump out of the trailer and attack you. In the battle, she appears as an Entei until you hit her with an attack. The Pokémon turns out to be Zoroark, the Illusion Pokémon. The trailer and the woman living inside it were illusions caused by Zoroark.