The penalty for losing a ball or hitting it out of bounds is "stroke and distance": if your first shot vanishes or ends up on the wrong side of the white stakes, you count that stroke (one), add a penalty stroke (two), and hit again from the original spot (three).
Many average golfers either don't understand that rule or refuse to observe it. They "drop one" on the course near the spot where they figure their first shot disappeared, add a stroke, and play from there.
Stroke and distance was part of golf's original list of rules, in 1744, but during subsequent decades and centuries it was repeatedly modified, dropped, resurrected, and modified again. Sometimes you counted only the bad stroke and the do-over; sometimes you added a penalty but got a drop. The most severe version was adopted by the Royal & Ancient Golf Club of St. Andrews in 1842: three strokes and distance, meaning that if you hit a ball out of bounds your next stroke, played from the spot where you struck your first, counted as your fifth. That lasted until 1846.
In 1951, the R & A and the USGA agreed to apply the single-stroke-and-distance penalty universally. But there was still plenty of grumbling, and in 1959 the Southern California Golf Association, with the support of 90 per cent of its members, adopted a local rule eliminating what it described as the "unfair penalty stroke in connection with ball out of bounds, lost ball and unplayable lie." Thenceforth, in Southern California, if you did something stupid the assessment was "stroke only." You counted the bad shot and the replay (from the original spot), but nothing in between.
The California revolt had some prominent supporters -- among them Gene Sarazen, who told Golf Digest, "Golf is a game of luck. The stroke and distance penalty gives luck extra value. A guy gets into trouble at the wrong time or on the wrong hole and it is the equivalent of two strokes added to his card. The population is growing and taking up more space, so out-of-bounds holes are increasing. The double penalty rule is entirely unnecessary."
The USGA relented for a year, in 1960, but the stroke-only faction ultimately lost out, and the current rule, with minor tinkering, has been in place all over the world since 1968. But who knows? Maybe the governing bodies will come around to Sarazen's point of view.