If the heros flee a dungeon that contain a quest item, is the quest item lost (because, a dungeon can't be explore more thhan one time...)?

I assume you are talking about Plot items like the Sunstone?

Plot items never make it into Dungeons, so this isn't an issue.

Skywalker said:

Actually it is an issue. From the section on Quest Items in RtL (pg25):

The party, collectively, can pick up and carry a Quest Item in exactly the same way, with one additional restriction: If the heroes want to pick up a Quest Item from a map location that contains an unexplored dungeon, they have to explore the entire dungeon – and remain in that location afterwards, rather than returning to Tamalir – in order to pick it up.

If you enter a dungeon that has a Quest Item from a Plot placed on it, and you flee that dungeon...you've missed your chance at it. You will have to wait for an Lt to pick it up and then attack the Lt before he can get it back to the OL's Keep and make him drop it by causing him to flee or killing him.

You have to explore the whole dungeon that the Quest Item is on and remain there after in order to get it. Hence why the Plot cards tell you to mark those locations as unexplored if you've already explored them, so the heroes can go back in. You can't just walk onto the location and pick it up, only Lts can do that.

So again: If you flee, you've lost your shot at it until it moves off that dungeon location.