If I wanted to become an expert on Mesopotamia, for instance, and I wanted to read every text written in that region from the dawn of recorded history to the 5th century CE, could I find a complete list of sources?
Or if I wanted to study the archaeological finds from India and draw my own conclusions about the cultures of various time periods there, could I find an index of every recovered artifact from that region?
A single complete list? No, but there are enough 'partial' lists to keep you occupied for a very long time on many areas of history. Your options include:
Bibliographies of major works on the area that interests you. Also, doctoral theses' bibliographies often contain a large number of reference sources on very clearly defined areas of study. The British Library EThOS site has a searchable database from which some theses can be downloaded.
Catalogues in archives. You can often find items that no one has looked at in decades (if at all, other than the person who did the cataloguing).
For archaelogical finds, these are usually recorded by dig. You can find information on how this done here.
The above will not uncover everything, not least because of the illicit antiquities trade (as noted by Sempaiscuba). The fact that others have gone before you and already seen the evidence you are looking at needn't stop you coming up with new interpretations or drawing your own conclusions if it is a dissertation or thesis you are working on. If there are tens of thousands of artefacts (as PhilS suggests there may well be) relating to your area of study, you would need a team to go through them anyway, and even then it could take a lifetime.
It is evident that such a list does not exist and cannot exist. Even if you narrow the question. For example if you narrow it to the Babylonian clay tablets. There are thousands of these tablets waiting in the store rooms of museums, which have never been read and many are not even cataloged.
Simply because there are not enough Assyriologists to read them.
