Hello, wise and wonderful Straight Dopers, from a humble newbie… 
I was wondering: what’s the deal with Shakespeare’s lost play? Apparently it’s called Cardenio and nobody’s ever been able to find a copy… is this for real?
–Kiera
Welcome, tigereye - hope you enjoy yourself here.
One of the great things about the SDMB is that I learn new stuff all the time when I lurk here - before your question, I’d never even heard of Cardenio.
A bit of poking around on the net produced an article at Wikpedia, an on-line encyclopedia, which says that Shakespeare likely collaborated on Cardenio with John Fletcher, a Jacobean playwright, around 1612 or 1613. It was probably based on an episode from Don Quixote. The text was likely lost when the Globe Theatre burned down in 1613 (coincidentally, during a performance of Henry VIII, which is also believed to be a collaboration with Fletcher).
Thank you! highly gratified 
Hey, I actually saw one of the Fletcher/Shakespeare collaborations at the Public Theater here in NY this winter, The Two Noble Kinsmen. Here’s a review:
http://www.talkinbroadway.com/ob/10_19_03.html
and some pictures:
http://proofsheet.com/public_theater/kinsmen/
It wasn’t that great, and you could sort of tell which speeches had been touched by Will himself and which weren’t, but it was better than Pericles!