BRIDE OF FRANKENSTEIN is also on the top of my want list. I'd have to say that the Mexican claim is a bunch of "caca de toro", since the film was cut by Universal before it was submitted to the censors, and therefore the missing scenes would not be in the domestic or exported negatives.
Other wants:
MARK OF THE VAMPIRE
MAD LOVE (the murder of Ian Wolfe- exists in stills but not in the film)
KING KONG (not just the spider sequence, but the complete 14 reel studio preview version)
PHANTOM OF THE OPERA (1925- the "sneak preview" version)
DR. JEKYLL & MR. HYDE (1931- The scene of Hyde trampling a child)
FREAKS (of course)

In terms of lost films, I'm like to see them all ;-)
Major wants, however, would be WHILE PARIS SLEEPS (Why does nobody seem interested in Chaney's first horror film?), THE WIZARD, THE TERROR, LIVING BUDDHAS and THE GORILLA (1927). I know Liar Liar MacIntyre has seen them all, so that guarantees they're lost.