The Talman. The bits that Barry Longyear actually wrote are great, now I want the rest.
This is the first book that came to mind when I saw the thread title. I would love to be able to read this book to my three year old son.
Marl Twain was supposed to go to Japan in the 1870s to write a series of travel columns for a San Fransisco (note that I’m kind, & didn’t call it Frisco) newspaper. Twain had done this for Hawaii, & it was brillant journalism, & wildly humorous.
The deal fell through. A monumental loss to history & literature. 
jr8:
Weird… in my copy they were all finished. You should go buy another one.
The complete collection of SF stories by Adolf Hitler, such as The Thousand Year Rule, and The Master Race, as listed in the fake bibliography in Norman Spinrad’s The Iron Dream.
Whatever happened to Rush to the Outhouse by Willy Makeit (with a preface by Betty Wont)? Man, what a great read that would’ve been…
In the same vein as tracer’s…
My Encounter with a Tiger by Claude Baulls
I can’t help myself … Under the Bleachers by Seymour Heine.
Regarding works by the esteemed T.S. Garp, I think that The Pension Grillparzer was actually published by Irving in a magazine. Probably I read that in the copyright information. The main character in A Widow for One Year is also a novelist, but I don’t recall having the same craving to read her books, as I did for Garp’s. Of course, I positively lust for Garp, so perhaps that has something to do with it.
Hogwarts, A History comes instantly to mind.
Only a Factory Girl, by Rosie M. Banks
http://archive.salon.com/books/feature/2000/01/11/wodehouse/
Encyclopedia Galactica 
- The Wit and Wisdom Of George W. Bush *
But I’ve heard it’s pages are blank.
I’m so bad.
Jacob’s Shadow by Andrew Hammond. The book in Deus Ex you keep finding small extracts from. It sounds so cool. But it doesn’t exist. Argh.
I second Hogwarts, A History. She mentions it so often I get the feeling she’s toying with writing it, possibly at the end as a supplement.
Damn, Sassy beat me to my favorite!
How about the “Necronomicon Ex Mortis”? No, not the one from Lovecraft (that one’s real), the one from the Evil Dead trilogy.
Failing that, I’ll settle for the long lost tale of the Giant Rat of Sumatra…Timmy
Some of the above would be nice, but for a book of a thousand uses, give me
The Junior Woodchucks Handbook
Now there’s a book!
Don’t forget Mabel Syrup’s exciting sequel, Commander Coriander Salamander and 'er Single-Hander Belly Lander!
You can. Two of the stories “Garp” writes are thinly veiled versions of two of Irving’s early novels, “The 158 lb. Marriage” and “Setting Free the Bears”.
Dawns and Depatures of a Soldiers Life by Sir Harry Flashman, especially he supressed volume two.
The Hive Queen and the Hegemon, by the Speaker for the Dead.