I work with the early 19th century, and my biggest 'lost work' issue are missing newspapers. Right now I'm researching a slave rescue in 1839 Ohio and the city where the slave in question came from has no surviving newspapers from 1835-40. Consequently, I can't find out how local people reacted to the slave rescue, nor can I discover the original advertisement for the fugitive slave. These sorta things are what I keep having to work around.
For me, I'd be over the moon if we still have all the letters in the papal archive from the seventh century. A few letters have survived in later conciliar records and in more well-known sources like Bede's Ecclesiastical History, so we know they existed, but the only large collection we have now from late antiquity is that of Gregory the Great, so we know a lot about his tenure (590-604), but very little about what happened afterwards, creating the impression that Gregory was an exceptionally communicative pope with contacts across Christendom, when all popes in this period did the same, probably.
Why is this important? Well, between the 630s and 652 the papacy became increasingly assertive and intervened forcefully in eastern affairs, at one point endorsing a Byzantine heresy, then within a few years repudiating it, which in turn catalysed a series of revolts (with the pope as a figurehead) in Byzantine North Africa and Italy against the heretical emperor Constans II. At its climax, the papacy basically stage-managed a pseudo-ecumenical council, the Lateran Council of 649, which explicitly condemned the Monothelete heresy, and then turned a Byzantine Exarch sent to arrest the pope against the emperor, in my opinion causing a short but bloody civil war in Byzantine Italy in 652. From the available sources, we know that various popes in this period were involved in drumming up support for revolts in Byzantium and attempted to get outside support from Francia and possibly Visigothic Spain, so we have a vague idea about what the popes were planning, but if we have the details, it would be so much more exciting - who knows how far the web of treachery had spread before Constans finally turned his attention to the nest of sedition that was the city of Rome?
I've been wondering about this myself. What was lost during WW2, in the bombing of Dresden, etc?
Sorry, we don't allow throughout history questions. These tend to produce threads which are collections of trivia, not the in-depth discussions about a particular topic we're looking for. If you have a specific question about a historical event or period or person, please feel free to re-compose your question and submit it again. Alternatively, questions of this type can be directed to more appropriate subreddits, such as /r/history or /r/askhistory.