Update @ 2013-05-30: The piece of code in this post works on Drupal 6. If you are looking for Drupal 7 solution, please refer to the comment made by Matthias. Thanks Matthias. =D
If you want to print the Forgot Password form with drupal_get_form(), you have to include the user module.
Try the following piece of code.
<?php // Drupal Forgot Password Form module_load_include('inc', 'user', 'user.pages'); print drupal_get_form('user_pass'); ?>
Reference: printing the ‘request-new-password’ form