None that I'm aware of fully meet the definition of lost media, since everything we're aware of is known to exist in some form. Unless I'm forgetting/unaware about something.
There are some things that aren't widely available, though. There might be some script drafts that just haven't been released, since they usually aren't. There is a board game that wasn't mass-produced, but a few sets do exist. A couple of games (Blade Runner: Revelations and Blade Runner: Rogue) are no longer available for purchase, but still do exist in some form. The K.W. Jeter novels haven't been in print for years, but you can still find copies out there.
