Wiktionary
a. Being preoccupied with one's thoughts rather than paying attention to reality.
Wikipedia
Lost in Thought were a five-piece melodic progressive metal band from Wales (UK). The band formed in Swansea in late 2007.
To date the band have recorded their debut album 'Opus Arise' which has been released through Inner Wound Records. The band announced in April 2013 that their 2nd album has been abandoned and Lost In Thought had come to an end announcing that the band "was pretty much torn into two halves."
Usage examples of "lost in thought".
Then he took the cigarette from his lips, bared his teeth, and putting the tip of his tongue between his teeth, spat off a grain of tobacco, turning slightly aside, like a man who is alone, or who is lost in thought.
She hadn't realized how lost in thought she was until the child spoke again.
He had been leaning against a corridor wall on board the Nistral ship, totally lost in thought.
He continued to walk up and down the room with his head sunk on his chest and his brows drawn down, as was his habit when lost in thought.
The pirate, lost in thought, seemed not to notice this whispered conversation, but as Roger, extremely displeased and ruffled, began to fan himself vigorously with his tail, Samuel Salt' looked up.
The remainder were simply sitting, though most of them had helmets on, staring as if lost in thought at displays that were utterly meaningless to Harry.