I doubt that there is a complete list (we don't even have a list of the books at the library of Alexandria, so we don't know which were lost only that we will never find them again).

But there is a good list at cracked (of all things) http://www.cracked.com/article_18533_the-6-most-important-th... although that is a list of things we forgot and subsequently rediscovered. There is also a list of important books that we have lost, but I can't seem to find it.