"Great Lost Works" is an interesting subcategory. I'd include Aristotle's 2nd book of poetics on comedy, Claudius' Art of playing Dice, Euclid's Book of Fallacies, Philip K. Dick's three lost novels (A Time for George Stavros, Pilgrim on the Hill, and Nicholas and the Higs.), L. Frank Baum's four adult novels (Our Married Life and Johnson, The Mystery of Bonita, and Molly Oodle).