Japanese title: 東方喪失綺譚 (Lit. "Beautiful eastern tale of forfeiture").
Circle: 萌少女領域 (Moe Syoujyo Ryouiki).

Also known as "Touhou Legend of Lost", a full color book parody of sort to Sound Horizon's third music album "Lost" with Touhou characters. There are 4 stories: The first, second, and fourth were illustrated by Hakonekohime. The third was by Tenshimuma. The covers were drawn by Dhiea.

Official Website: http://www.animaid.net/lost/ (dead link)

There appeared to be a sequel to it, title "続·東方喪失綺譚～真紅ノ深淵～" released at Comiket 76 as introduced by Dhiea. The theme this time is of Sound Horizon's fourth album "Elysion" and "Abyss".