Anne Frank was a young girl who hid from the Nazis during World War II and the Holocaust. Her diary, written as a first-hand account of the War and her experiences, is an important piece of history because of its intimate look at the horrors of the Nazi occupation; after her capture, she died of typhus in a concentration camp.
Anne Frank's older sister, Margot, also kept a diary during the War. However, it has never been found and is presumed lost. Anne mentions Margot's diary in the October 14, 1942 entry:
Last night Margot and I were lying side by side in my bed. It was incredibly cramped, but that's what made it fun. She asked if she could read my diary once in a while.
"Parts of it," I said, and asked about hers. She gave me permission to read her diary as well.
(Frank, Diary of a Young Girl, Google Books)
Anne's diary survived the war because it was found by Miep Gies, one of the caretakers of the Secret Annex (the back part of the building where Jews were hidden). Gies kept it safe until Otto Frank, Anne's father, came and transcribed it for publication. Gies did not have Margot's diary, and it is possible that Margot took it with her to the concentration camp, where she died; it may have been lost on the way or confiscated by the Nazis. Margot's diary would be an extraordinary find and a validation of Anne's writing, showing the atrocities of Nazi rule from a second but equally close perspective. However, as of 2012, no trace of the diary has been found, and it is almost certainly lost forever.