The Bible tells us that they were lost - then found! In the days of Josiah, they found the book of the Law which was gathering dust in a storeroom, brought it to the king and it caused quite a stir.
First, consider the New Testament. Jesus famously said, "Heaven and earth will pass away, but my words will never pass away." (Matthew 24:35) Thus we can be sure that we are not missing any gospels.
Now for the Old Testament.
This article (which advocates documentary theories which I dispute, but makes good points) offers information relevant to the discussion:
Jesus spoke of the Law, the Prophets and the Psalms (shorthand for the Writings, of which Psalms was longest), indicating his acceptance of that division of the Hebrew Scriptures as comprehensive.
44 He said to them, “This is what I told you while I was still with
you: Everything must be fulfilled that is written about me in the Law
of Moses, the Prophets and the Psalms.” (Luke 24:44)
The cited article above speaks of the schism between the Samaritans and the Jews shortly after the time of Ezra. The Samaritans only accept the Torah (five books of Moses) and not the prophets or writings. This schism and the consequent closing of the Samaritan canon tells us that the Torah part is complete.
Then just before Alexander the Great's invasion, the section devoted to the prophets was settled. Zechariah's prophecy foretold a time when there would be no more prophets:
“On that day every prophet will be ashamed of their prophetic vision.
They will not put on a prophet’s garment of hair in order to deceive”
Thus the Jews rejected all prophets following this era. None of the accepted prophets use Greek borrow words or show Hellenistic influences, so we have evidence that no late prophets were added accidentally. Thus we have a second stage in the establishment of the Old Testament canon. Since Jesus is called the word of God, quotes the Old testament Prophets, and makes no statement about missing or surplus prophets, we can be sure that the list of prophets is complete.
The third stage, the formation of the writings, took longer. The Jews argued about Song of Songs and Ecclesiastes the longest. In the 2nd century AD, Josephus stated that there were 22 books in the Old testament. Between the 2nd and 3rd centuries AD those last two books were finally accepted.
Given that Jesus recognized three categories of Scripture and he is God, there are no missing categories. Given the formational process, we can be sure that we are not missing parts of the Torah (books of Moses) or any prophets, or Jesus would have said so. Since the writings were not settled until after Jesus, that is the only area for debate.
In my book Peace, like Solomon Never Knew, I uncover two structural and thematic patterns that run through these seven Books: Psalms, Job, Proverbs, Song of Songs, Ecclesiastes, Matthew and Revelation. By that evidence and other similarities, those seven books can be shown to be the Seven Pillars of Wisdom spoken of in Proverbs. They are thus complete and interlocking, meaning no possibility of any extra wisdom books being absent and certainly proving the suitability of Ecclesiastes and Song of Songs being part of the canon, as well as Revelation, which was challenged by the Council of Laodicea and others.
As for books subsequent to Revelation, it is interesting that many of the Seven pillar books have warnings against adding to God's words, including Ecclesiastes and Revelation. We no longer have apostles who knew Christ, so we should not expect that we are missing any recent Bible additions.
Tackling Paul's letters and the rest of the New Testament is more than I can handle now. You should consult other articles on theories of Bible canon formation.