I like to reference the "lost" epistles of St. Paul that aren't in the New Testament, but are mentioned. For example, we know that there is at least one, possibly two, epistles that St. Paul wrote to the Corinthians which are not in the New Testament. I think that Sola Scriptura presents a real problem to any Protestant getting into history, because if the documents were ever discovered, they would put the final nail in the coffin to Sola Scriptura for good.