Sure. The most important one I have to deal with is Linear A. It's the script used on Minoan Crete till about 1450 BCE. Here's an example.

The New Pauly says it's probably a syllabary of some kind, meaning each sign represents a syllable. The OCD says the language remains unidentified, Pauly that it's probably some form of Greek. People have also played with the idea that it's something Luwian, or Tyrrhenian, or even a form of Punic.

It comes up for me in the context of Greek Civ surveys, because for some reason Minoan Crete gets lumped in with Mycenaean Greek history.

The other unreadable language I come across regularly is Harappan. That's the Indus civilization script, so we're talking around 2500 BCE. That comes up in World History surveys. The corpus of that is mostly seals. We know so little about it that Pauly doesn't mention it any more than to mention Parpola, Deciphering the Indus Script, 1994. He has a more recent paper here. He thinks it's a form of Dravidian.