Unwritten and lost booksNo nominees yet for the most famous literary work in English not currently in print --other than my original suggestion of Sir Walter Raleigh's History of the World but a reader points me to the Invisible Library, a catalogue of books that were never in print because they are entirely fictitious, such as Emmanuel Goldstein's Theory and Practice of Oligarchical Collectivism, the bible of the anti-Big Brother resistance movement in Nineteen Eighty-Four.
My reader's favorite from that list is the tale of the Giant Rat of Sumatra, one of the many unwritten Sherlock Holmes stories referred to in other Sherlock Holmes story. (My own favorite of those is "the whole story concerning the politician, the lighthouse, and the trained cormorant" mentioned in "The Veiled Lodger.")
In a slightly different category are the non-extant books referred to in the Bible, such as the Book of the Annals of the Kings of Judah, the Book of the Kings of Israel, the Book of the Wars of the Lord, the Book of Jasher, the Book of the Acts of Solomon, and the Book of the Chronicles of the kings of Media and Persia.
So also with the lost works of the Greek poets. Byron wrote a "Prometheus Unbound" to replace the lost second play from Aeschylus's trilogy; my friend Gary Emmett wrote a much more Aeschylean "Prometheus the Firebringer" to complete the cycle.