Volume 3 of the Macfarlan Manuscript, once in the Advocates Library in Edinburgh and borrowed in the late 18th century, never returned.

I was once in the National Library of Scotland rare books room when an enormous guy who looked just like a Gary Larson cartoon came up to the issue desk and asked "I believe you lost the Great Register of St Andrews sometime around 1800, did it ever turn up?" [No it didn't. Probably nothing musical in it, but it was one of the most important primary historical source documents in Scotland.]