This is a very wide topic and perhaps a better question for a science/biology/conservationist sub. Obviously we have lost many species in recent years and places with high biodiversity such as rainforests in the tropics and ancient woodland in Europe have massively decreased resulting in a decline in overall habitat and species.

I couldn't begin to tell you the amount of species that have been lost since the middle ages, especially since many smaller insects or bugs may have disappeared without even being recorded first.