Located in Exile, The Room Where Chances Are Lost is at the bottom of the extensive staircase leading towards the center of the Earth. It is a small, square room with a sandy floor. The only notable features are a large metal door with a black slit in it and a (usually) empty chair. This is the room where memory breaks are performed and prisoners who have broken minds or are mentally unstable are kept.
It is first mentioned in Exile, by Alden Vacker.