There was a similar thread posted today with several responses that you might find helpful
[What are the chances that 'lost' Roman texts are still extant] (http://www.reddit.com/r/AskHistorians/comments/2mj6q1/what_are_the_chances_that_lost_roman_texts_are/)
We are still finding some short fragments or even mostly whole poems. I'm familiar with the new Sappho poems discovered in just the last few years either in a private collection or on burial linens.
We find a ton of fragments of varying length and quality. In Egypt, we're actually still finding quite a few texts in Roman-era garbage heaps. I don't know the link off the top of my head, but there's actually a site where you can help transcribe these online. Unfortunately, they range from previously undiscovered fragments of Euripides to mundane things like grocery lists, tax receipts, etc. (Which are interesting to historians and archeologists, but not groundbreaking discoveries to your average layman) We find some occasionally on palimpsests--previously erased texts that were written over, which we have finally developed the technology to be able to read. Finally, and this is far, far more rare, there is the occasional discovery of a lost text in a library where it had been poorly catalogued.
Finally, there will hopefully be a major discovery in the near future with the Herculaneum papyri, as there are techniques being developed to scan the scrolls and increase the contrast between the ink and the charred scrolls. These have already given us insight into the writing of Epicurus.