The holy texts of the Manicheans. Besides being a really fascinating "syncretic" religion in general, Mani reportedly deliberately wrote down his writings as a selling point. His idea was that the writings of other prophets like Jesus, Buddha, and Zoroaster had been corrupted because their followers had written down their teachings. Therefore, he would write down everything directly. Mani and the followers of his religion were also renowned for their gorgeous artworks they used to proselytize.
I'd also love to see the complete works of the Late Antique Platonists. People like Porphyry and Iamblichus produced enormous amounts of works that didn't survive (Christianity played a large part). For example, Porphyry's "Against the Christians" was 15 books long and only survives now is scattered fragments "refuting" his arguments. I've been researching them in order to make my case for "paganism" being able to beat Christianity and thrive in the Roman Empire. It's fascinating to see how strange and different their works are compared to what we traditionally think of as "roman paganism" even with how little we have of their thought.
EDIT: I'm researching the Late Antique Platonists in general to make my case, not just Against the Christians. That sentence was worded somewhat poorly.