If you’re using the handy wp_login_form() function to create a custom log in page, you may have noticed that you don’t get the “Lost Password?” link. Doesn’t take much to add it back:
add_action( 'login_form_middle', 'add_lost_password_link' );
function add_lost_password_link() {
return '<a href="/wp-login.php?action=lostpassword">Lost Password?</a>';
}