So, five texts that I wish had survived but apparently haven’t:
1. The complete works of Isabella Whitney, the first poet of London. (Which I suspect must include a significant number of anonymously published ballads, and possibly more books – given that the two we know of survived only in one copy.)
3. The memoirs of Phryne, courtesan of Thebes. (What a read that would be.)
5. The private memoirs of Pharaoh Hatshepsut, her compatriot in ancient Egypt.
(Well OK, the last two probably never existed, but they should have.)
Please, compile your own list (including plenty of women, of course) and leave the link in the comments here!