“Where did the Urim and Thummim come from?” Ensign, Oct. 1973, 61
This suggests that the Urim and Thummim was the appointed instrument through which divine revelation and decisions should be obtained.
Through its means, Saul once sought to fix guilt for an offense (1 Sam. 14:41; see the Greek and Hebrew texts); David sought divine guidance to know in advance what kinds of situations would develop (1 Sam. 23:6–13); we infer that the Urim and Thummim were in the Ephod. Saul complained that the Lord neither spoke to him nor revealed his will to him by any means, including the Urim. (1 Sam. 28:6.)
We hear nothing more of the Urim and Thummim in the history of Israel until it becomes obvious after the Babylonian captivity that the Jews no longer are in possession of it. We would take it for granted, however, that until then, righteous kings and peoples used the Urim and Thummim when they sought counsel from the Lord. It is interesting to note that if a Urim and Thummim had been available to the Jews after exile, the problem of lost genealogy could have been solved. This problem was significant for those Jews since priesthood prerogatives were based upon descent from Levi or Aaron. (Ezra 2:62–63.)
We do not know exactly when the Jews lost use of the Urim and Thummim. However, the people were rejecting the prophets in Jeremiah’s and Ezekiel’s time, although the Lord warned them that a time was coming when they would no longer enjoy the light of revelation. Thus one wonders if they lost the Urim and Thummim through wickedness rather than conquest or carelessness. (See Documentary History of the Church, vol. 1, pp. 21–23, for an experience of Joseph Smith. Cf. D&C 3:11; D&C 10:2.)