Transferring a visa to a new passport can be done online, through the UK Government website. You will first need to submit your biometric information at the relevant government office, then fill out the form and submit it.  Visa holders will also need to post their old passport, with the valid visa sticker, to the UK Government, so the visa can be transferred. If the old passport has been lost, visa holders will need to apply for a new visa, as the transfer process requires the outgoing passport to even be considered.