Virgil famously (and perhaps apocryphally) wanted the Aeneid burned when he died.

There's actually been a lot of scholarly interest in this. Most of this has come from the post-Vietnam War environment, with many of the new wave of scholars seeing the work as containing subtle anti-Augustine messages in what is ostensibly a pro-Augustine work. These scholars see the desire to burn the Aeneid as part of Virgil's fear that this message would not be understood, and that he had created a work of pure propaganda.

A lot of Kafkas work was published after his death despite his wish that it should be destroyed.