I read somewhere that there are scriptures referred to, or something from them mentioned, in the NT that are not included in the Bible we have now...
Is this the case?
What is missing?
Are they lost?
The Bible doesn't refer to [sacred] scriptures that aren't included in the Bible, as by definition what is in the Bible is Sacred Scripture in Christianity, and anything not in the Bible is not.
But the Bible does mention people and written works, referring to or even quoting them in certain contexts. But when someone quotes someone or a written work, the only thing it means is that they quoted someone or a written work. The fact that the quote or reference occurs in a book of the Bible doesn't change anything in that regard.
So the answer is that there's nothing missing in the Bible, as the Bible is defined by the Christian Church, and it contains exactly those books which the Church has historically received as Scripture down through the centuries. The only real area of discussion on that front is over the status of the Deuterocanonical books of the Old Testament (the books found in Catholic and Orthodox Bibles, but not in most Protestant Bibles).
Some of the works referenced in places in the Bible are lost. Arguably one of the most famous of these is the book of Jasher (or book of the Upright when translated). It is an entirely lost work, but it's not a "lost book of the Bible" since at no point was such a book ever received or accepted as a sacred text. By the time Jews and Christians were bothering to have a canon of sacred texts, the work was already no longer around, or if it was, nobody bothers talking about it.
That's a really important point, a canon of scripture is something produced by a community, in the case of the Jewish Tanakh, it is the product of the Jewish community. In the case of the Christian Bible, it is the product of the Christian community, the Church. And so what such a canon of scripture contains is up to the community, and in the case of the Christian Bible, that process was in the form of which books were to be read as part of the Liturgy, and over the centuries a consensus arose--and even from a very early date, much of that consensus already existed, by the time we see Christians talking about such things, there was already a Biblical Canon that looks a lot like what we still have. Questions on the matter were only dealing with a handful of books, in the case of the New Testament, we call those historically disputed books the
Antilegomena. Some of the Antilegomena did eventually attain a universal consensus, while a few didn't. In the modern era, disputes still exist concerning the Deuterocanonical books, as mentioned earlier.
-CryptoLutheran