How were they lost?

Another hen could help, other companion animals could help too.

Did you know the expression "getting your goat" comes from (I believe) the fact that goats were used as companion animals for race horses, by talking the goat the day before a race that would upset the horse, effectively sabotaging it. Another source claims it was cows who produced more milk because of the companionship and stealing the goat would reduce/eliminate milk production.

Anyways the point being, another hen or even another critter might help, I've heard of a hen raising a kitten, A mother cat raising a squirrel as one of her own. Humans aren't the only ones who find companionship outside of their species, especially when it comes from the mothering instinct.

You might also consider introducing a rooster so she can raise chicks. Of course that would mess with egg production.

Or even just paying more attention to her, like a pet, of course thats dependent on how much free time you have.

True Purple, Thanks for responding. We had two hens and one rooster of the fryer kind. All rescued. The rooster and one hen were killed by a stray dog, the other hen that survived the attack, Chicken Little really bonded with, just went under the wood deck and died. We have been told that the chickens used on the fryer farms are not supposed to live beyond 6 wks. So we figured that her time was just up. In breeding and all for food. This is why we got these guys to begin w/they were black and the white chix were pecking them to death. I just can't understand or accept what goes on in the chicken farms, but that is the way it is up here. We try to do what is right when we can and certainly love our little Banty, who was a gift. She has spent all day laying on her eggs in her coop. I w/continue to watch and see if we can find another hen for her. A rooster is not in our thoughts at this time. She is a wonderful pet and I have tried to give her more attention and comfort. She just seems to want to be alone w/her eggs. She has loved to be held and stroked. Again, I thank you. I sure don't want anything to happen to her. She and I have had much loss in the past month.
TC

Sounds to me like she's just broody. When they sit on eggs they go into a kind of trance. Once she's in that mode, it's really hard to break: take the eggs away and she'll likely just sit on the next one she lays.

There's nothing wrong with your chicken. It's natural for hens to become moody when "setting " on her eggs. Hell, my wife was very moody when she was carring a child too. And when they are setting they spend most of their time on the eggs to keep them warm, only leaving for a short time for food and water. If you have no rooster those eggs won't hatch but the hen don't know that and will set for a long, long tiem. Take them away and block off her access to the nest for a few days.