With regard to superhero movies or TV series that are lost, we can go as far back as the early '20s with with the American remake of Fantomas of 1920. because of it being silent number one and being returned after viewing number two. Remaining on the subject of remakes, while both the Judex serial and the '60s film is still in existence, the 1934 iteration is lost in it's entirety with a publicity book running at around 200 dollars when available. In and around the same time, The Romance of Tarzan serial was released while the truncated version is still largely available; but in serial form, it is completely lost.
With regard to TV series, the '50s was ripe with comic book and superhero adaptations, one of the earliest was Buck Rogers in 1951, it was broadcasted live and thus no recorded copies were made, it is currently lost in it's entirety. Some of the most popular programs of the decade like Dick Tracy, Sheena, Flash Gordon, Joe Palooka, Captain Nice, and Captain Z-ro all have lost episodes. In this period a large amount of unsold and unaired pilots based on comic books and superheroes were made including Sad Sack, Prince Valiant, Sterling Drake, Rex Morgan MD, The Green Hornet (pre-66), etcetera, most of these are lost.
During the '60s and '70s, there were some superhero movies made, almost (if not) all of the American made superhero movies made has survived, but some international rip offs from Philippines, Turkey, India, Europe, and South Africa were made and the majority of these are lost. The Philippines preferred DC superheroes and some of it's own locally created including Darna, Plastickman, Batwoman and Robin, Jonny Joker, Popeye, Supergirl (recently rediscovered), Zoom Zoom Superandy, Alyas Batman at Robin, Batman fights Dracula, Fight Batman Fight, etcetera. Turkey leaned more towards Marvel and European adaptations like, the Kiliink series, Disi-Kilink, Orumcek Adam (Spiderman), Binbasi Tayfun (Captain America), Red Kit (Lucky Luke), et cetera.
Sinc the '80s, the majority have been archived with the exception being mostly the unsold and unaired pilots, Ball and Chain was made in 2001, I have spoken to the cast and crew, because of the nature of the program and it's unfinished state, it is lost with the script the sole survivor (and available online). Dan Dare was made in 1991, ITV has confirmed to me that no copies exist, some of the cast has already passed on. Captain Cosmo was made in Italy and aired in 1989, it was the first program filmed in HD in Italy, the masters has since been destroyed. Powers had a pilot for FX made in 2012, the resulting series had none of the elements of the pilot. A pilot was made for Marvel's Most Wanted, Marvel's New Warriors, a pre-Netflix January Jones pilot, the unaired Sable pilot starring Gene Simmons, Detective Inc. Short Film, 1979 Brenda Starr, 1978 Archie pilot (there were two), 2005 TV Pilot, 1997 Dilbert Pilot, 1978 Mary Worth Pilot, etcetera.
For more information, you can consult the following resources: web.archive.org/web/20150906115133/http://www.superheroeslives.com/index.htm Lee Goldberg, Unsold Television Pilots: 1955 - 1989 Vincent Terrace, Encyclopedia of Television Pilots: 1937-2012 Vincent Terrace, Crime Fighting Heroes of Television: Over 10,000 Facts from 151 Shows, 1949–2001 Jeanette Berard, Klaudia Englund, Television Series and Specials Scripts, 1946-1992: A Catalog of the American Radio Archives Collection Newspaper.com