I'm assuming that thousands of stars that were visible during ancient times have supernova'd, or have some sort of other unfortunate fate befall them, and are not visible today. Did ancient astronomers document celestial bodies that cannot be found today?
*edit for grammar
I'm assuming that thousands of stars that were visible during ancient times have supernova'd
Answer is yes.
But let me intrude a bit into r/askscience :
There are just ~5,600 stars visible by naked eye.
Strict definition: visible [by naked eye] are stars with V<=+6^m. That's apparent astronomical magnitude for brightness, in logarithmic scale. Thus, any changes to visible stars is very rare event. Previously invisible (to a naked eye) star could become visible during supernovae event and then fade out (a case of Chinese Guest Star of 185 AD) - this is more common case.
Note that there are several class of variable stars, most well-known is eclipsing variable star Algol and oscillating red giant Mira Ceti. Changes in Algol's brightness are visible to naked eye and are documented in all civilizations. Some variable stars could change brightness dramatically - novae, for example could flare almost as bright as supernovae and do that many times (supernova event happens once per 'qualified' star lifetime).
Just ~10 supernovae were identified in our Galaxy. Most notable are:
SN 1572, Star in Taurus constellation, which remnants are seen as Crab Nebula
Tycho Brahe's Nova in Cassiopeia. It was called Nova, but now classified as supernova.
Sources
List of known supernovae and some candidates in the Milky Way Sources referenced
List of all known supernovae and some candidates Note that all extragalactic supernovae were discovered with telescopes. And only supernovae in M31 (Andromeda galaxy) came close to being visible. Some people in very good conditions could see +8^m, so in theory it could be spotted by naked eye, as it had peaked at V=+7^m.