I am sure a lot of people here know about Sailor Moon. Of course, the most famous Sailor Moon-related lost media is Saban Moon (if I won the lottery I would see if I could pay Toonmakers to release the whole thing). But there is another adaptation of Sailor Moon that also contains lost content.
Several of the early Sailor Moon musicals (or Sera Myu as they are called) from the 1990s never recieved video releases. Phamplets and such survive from these shows, so we know they happened. However, they have never been reproduced since. At one point maybe a decade ago, a low quality video of one of these shows did appear on the internet, but was taken down. This is if I remember correctly. The forum I was lurking on and saw the discussion is now defunct. I may be able to access it via the waybackmachine, but I am not sure.
I am not sure if these musicals were even filmed professionally or what happened.
These musicals are as follows:
Sailor Moon - Gaiden Dark Kingdom Fukkatsu Hen (Kaiteiban): ran from December 23, 1993 to January 5, 1994
Sailor Moon Super Spring Festival: ran from March 19, 1994 to April 6, 1994
Sailor Moon S - Henshin - Super Senshi e no Michi: ran from December 28, 1994 to January 16, 1995
Sailor Moon S - Henshin - Super Senshi e no Michi (Kaiteiban): ran from March 26, 1995 to April 6, 1995
Sailor Moon SuperS Special Musical Show: ran from April 27, 1996 to June 9, 1996
Would these musicals warrant entries? It would more likely be a single entry as these are in a series and very little information exists.
I don't see why not, but I dunno how many articles there are about lost stage shows? This is very interesting to me though, I always remember coming across stuff about the musicals in my big Sailor Moon fandom days.
The thing with real-world events is that they themselves aren't media, but there can be media associated with them. If it's known that these musical performances were recorded, then the recordings would count as lost media. Additionally, the songs from these musicals (either studio versions, if they exist, or sheet music/lyrics etc) could be considered lost if they haven't resurfaced or been released anywhere. Same for the scripts. As for the performances themselves though, if there's no proof that they were recorded I would advise against making an article about theoretical recordings of them.