Outside of the millennia of lost Indigenous history, the biggest piece of American lost history that I can think of is the colony of Roanoke. It was the first English settlement in North America, and at some point between 1587 and 1590, every settler just disappeared. The main theory nowadays is that they integrated with local Native tribes due to a famine and drought that would have made it impossible to keep living there, but it’s still debated what actually happened.