The following Doctor Who episodes have been reported as lost.  Brief plot summaries thanks to the novelizations.  Most of these were supposedly recovered in 1978, but since I have never seen any indication that they are being released commercially, I assume they're still "lost".

The Sensorites: Intrigue on another planet involving telepathic aliens and saboteurs.  This one is also rumored to exist.

Planet of Giants:  The planet in question is Earth, but the Doctor has been shrunk to one inch in height, making it difficult for him to foil a businessman using dangerous insecticides.

The Ark: The Doctor cures a virus on an Ark ship carrying the last survivors of Earth, then returns to find that they have been enslaved by aliens.  Also rumored to have been recovered.

The Gunfighters: The Doctor gets involved with the gunfight at the OK Corral.  Presumed to have been recovered.

The Krotons: The Doctor lands on a planet and helps free an enslaved race.  Presumed to have been recovered.