Things that haven't been mentioned (hell, I'd like it all to show up):

The missing episodes of Doctor Who that were dumped by the BBC (and a bunch of their other stuff, really)

The complete, "Psychedelic" ending to PHASE IV; pieces of it are still in the trailer, but as far as I know there are no grey-market copies of it floating around.

The English edit/dub of THE FINAL WAR; provided that it exists

For that matter, the English dubs of a lot of foreign movies; I'm amazed that the dub of THE BLACK PIT OF DR. M is lost considering how much it used to play on TV

Larry Buchanan's version of VENUS IN FURS (As reported in the Texas/Regional Horrors thread)

The lost KTMA episodes of MST3K

And more things that I can't think of at the moment.