I would say that it would be hard to begin with even though there are a number of guides on stuff made by Lionel, Ives, and some of the other companies that made stuff in the Prewar era. With that said there are plenty of items that never made it into production since the beginning. I believe that some had been published in the 1990's under one of the magazines of the day, maybe even touched on in the 80's. Lionel's original lift bridge that ran production I think in the 90's was originally a much older idea that never made it past early development if I recall correctly. IIRC, the original was mostly if not all metal, but they never got to putting in the gearing or lifting mechanism.
There have been a bunch of proposed engines as well as failed custom runs. The failed ones would be harder to track as there is going to be no real record that they existed since they are uncatalogged. If they were made it might still be hard as well because you would have to rely on someone telling you that it was made, that they have it, or some other positive proof.
When I was trying to list all the Vision Line engines made, this was a bit of an undertaking especially since I had to rely on online Lionel catalogs that weren't easy to find. Add the fact of some of the custom runs, and then you get what you are up against but even harder since you want everything.