The decision of what was included in the Bible has a long history that involves many different denominations. THe term for the process of deciding what books belonged in the Bible is called canonization. The included books of the Bible can be referred to as the Cannon of Scripture.

There are many books that were ultimately left out of the cannon for various reasons. Each book of the Bible went through a testing process to decide if it was meant to be part of scripture. I am not going to detail the whole cannonization process here because you'll be reading for a week but in general it had be able to be historically proven as accurate using other books of the Bible or outside resources, it had to agree with Christ's teachings, and it had to be truly inspired of God. There are many specific rules on how these things are determined and those change depending on the kind of book it is. For instance the rules for a Gospel are different from the rules for a letter to the church.

The Old Testament was canonized and widely used by the time Christ came on the scene.The Jews were already using it in the basic form that we have today. The New Testament went through a longer journey but the cannon of the New Testament has been in place for a long time. The appocrapha or the middle books that are in some versions of the Bible and not others are still debated today, however most churchs choose not to use them or include them in the cannon because while they tell the history of the Jews between the two books of the Bible, there are inaccuracies in them making them unfit to be part of the cannon. However they are a good read.

There are other books that have been found throughout time that were written during the time period that the Bible was written however they are rarely if ever considered to be included in the Bible because in the Bible God promised to preserve His word for us and so most Christians beleive that the Bibles we have in our homes are the complete and accurate word of God.

So to answer your question, there are no "lost" books of the Bible. However there are other historical peices from that time period that have been left out of the cannon because they do not meet the qualifications to be included in the Bible.