Being on an Alexander the Great kick recently, I think I might just give my right kidney to get my hands on a copy of Ptolemy’s lost memoirs. Ptolemy was, of course, one of the Big A’s generals (and probably his half-brother) and his memoirs, since lost to history, served as sources for many later historians. There are, sadly, no surviving contemporary histories from Alexander the Great’s time period. Just reading what Ptolemy had to say about Alexander and his conquests, along with his own adventures as king of Egypt, would be worth the kidney.
Runner-up: Shakespeare’s missing play, “Love’s Labour’s Found”, a sequel to his “Love’s Labour’s Lost”.
So what lost work of literature would you most like to get your hands on?