The book collects information on lost Latin historiography of the period from the so-called Crisis of the Third Century until the collapse of the Roman Empire in the West at the end of the fifth century. Mentions of unpreserved works are classified into one of eight typological chapters (I. Fragmenta; II. Excerpta; III. Ex titulo; IV. Ex professione; V. Varii; VI. In potentia; VII. Falsi; VIII. Phantasmata), to which an Appendix (Exclusi) is attached. The book includes notes on dozens of lost Latin works for which some traces remain in late antique and medieval sources. The author tries to show that there was a rather abundant Latin historiographical work at the end of the ancient world, which has been lost. The present publication is the second part of an earlier book: Pawel Janiszewski, The Missing Link. Greek Pagan Historiography in the Second Half of the Third Century and in the Fourth Century AD, Warsaw 2006.