There are some minor works that have been discovered over the past twenty years or so, but nothing of any major importance that I can recall.
As to whether or not these other major works have been lost forever, the answer is that they most likely have indeed been lost.
The great fire of Rome that Suetonius mentions was responsible for destroying a considerable number of scrolls, but nobody can say exactly how many or even what they might have contained.
Furthermore, the destruction of the Library of Alexandria resulted in the loss of countless more.
It is estmated that this library alone contained half a million documents.
In addition to this, the ancient sources of information were not always stored in secure locations,and the manner in which they were recorded was not reliable.
Most of the scrolls from that period would have naturally deteriorated over time.
Those that have been found over the past century have mostly been documents that were stored in some fashion that protected them from the ravages of time.
history.stackexchange.com/users/85/Steven Drennon
There are so many lost works that it is probably impossible to establish a comprehensive catalogue.
Not to mention of course those works we will never know they even existed.
Even in recent times the burning of libraries can wipe out invaluable manuscripts (e.g. Jaffna library ).
Two examples which immediately come to mind: The history of the Etruscans composed by emperor Claudius (his first giant wife being of Etruscan origin).
The Apocryphal Gospels .
Think for instance that the mother of the discoverers of the Nag Hammadi library did actually burn the vast majority of the works that had survived for centuries... just to cook the household food...
And there are many more.
We would love to have the detailed account of Pytheas' exploration of Ancient Britain for example.
Wikipedia has a catalogue mainly applicable to western culture which will give you an overview ordered by famous authors.
history.stackexchange.com/users/53/Alain Pannetier
Not to quibble, but this isn't really an 'or' question.
Yes, we'll keep discovering things we haven't found, and
yes, there are many things that have been permanently lost.
Keep in mind that before the printing press you didn't go to the bookstore - you found a guy who had the book you wanted, and asked if you could crash at his house for a couple of weeks while you copied it out by hand.
A book has to be pretty good for people to do that for a thousand years.
Many potentially interesting historical records, like letters and personal diaries, would never have been copied at all, and were lost when the original was burnt, left out in the rain, or whatever.
Factor in deliberate destruction, and it's really kind of amazing that we have as much as we do.
history.stackexchange.com/users/512/Rose Ames
The dead sea scrolls are an example of something major being found by chance.
It is possible there are other stores like those but
it is unlikely.
The further we go, the less chance of finding something usable exists.
A better link would be the dead sea scrolls online .
history.stackexchange.com/users/103/Sardathrion - against SE abuse
There is always hope of recovering lost works.
Recently a new fragment of Aristotle was recovered in Oxyrhynncus.
Lost works are sometimes found in newly discovered tombs and trash middens.
Also, they are sometimes discovered as palimpsests .
In other cases, important works are discovered hidden away unnoticed in libraries.
A typical example of this was the discovery of the Armenian Chronicon .
The first book of the Chronicon of Eusebius, a crucially important book of history, was long thought to be lost, when it was discovered translated into Armenian in the ancient library of the Armenian monastery on San Lazzaro in Venice in approximately 1818.
history.stackexchange.com/users/4346/Tyler Durden
The Aswan Dam systems destroyed or covered with water many historical artifacts of Ancient Egypt.
Some are apparently lost forever, some have been rescued, some are being rediscovered now, or can be observed using special tools and gear, (scuba diving, etc) or at particular times of the year or day, depending on the rising and falling of the Nile.
A quick internet search will reveal numerous references and sources.
Here's one: Egypt:
Historical Pharaonic Egyptian Sites - Pharaonic Temples
history.stackexchange.com/users/None/
Many Greek works of history and otherwise are gone.
I suppose it's possible that the odd scroll or piece of information might be found, but it's not likely to ever fill in the gaps that exist.
One example would be the Stoics.
They are sometimes divided by time period into Early Stoa, Middle, and Late.
Among those philosophers, little to nothing is known about many of the early leaders, people like Zeno, Cleanthes, or Chrysippus.
Only newer Stoics like Seneca, Epictetus, or Marcus Aurelius are really known, at least relatively speaking since even they are not known very well.
There are other examples of Romans or Greeks whose history or philosophy are lost.
history.stackexchange.com/users/13504/ADO
I'm in a Year 11 Ancient history class studying Rome, and whenever I look over ancient sources on wikipedia, there is always a list of lost works, and occasionally a sentence describing how unfortunate it is we don't have one of them, for whatever particular reason.  I'm curious though, are these actually works that are lost permanently, or are we still discovering more of these currently?  Take  Suetonius  as an example of such a historian.
Are there ancient historical sources which have been permanently lost?
history.stackexchange.com
<ancient-history><roman-empire><sources>
history.stackexchange.com/questions/747
history.stackexchange.com/users/245/Tomas
There are many works that have been permanently lost, often from fire and damage. New works are sometimes discovered in tombs. Yes, many ancient sources have been lost over time for a variety of reasons. As for discoveries, it's true that some minor works are discovered from time to time, but rarely anything of great signficance.
Yes, there are many major ancient sources that have been lost for a variety of reasons. There are some minor sources that are still discovered occasionally, but they are rarely of much significance.