Polish explorers find long-lost WW2 submarine HMS Narwhal
 

Polish explorers find long-lost WW2 submarine HMS Narwhal – and its crew could still be on board

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Where would we find a list of other WWII submarines (any nation) that were lost and never found?

Best info is of course on www.uboat.net
That said, it sometimes needs sorting through.
Then there's the question of how definitively to identify undersea wrecks - Innes McCartney's work in academic maritime archaeology and on TV (last year's programme on Jutland 1916 for example) is a good example of how to combine the documentary records (which are often erroneous) with photos and physical examination of wrecks that have been dived.
Good luck to the 'Polish explorers' - although it's a sobering thought that the wreck could be designated a war grave, and surviving family members of the crew given some unwelcome media attention.

Just to be exact, ORP Orze³ mentioned in the article, has been missing since June '40, not since breaking German blockade in 39. She is known mostly due to her action in April 1940, when exactly one day before German invasion of Norway, she torpedoed and sank German troop carrier, Rio de Janeiro. The information she obtained, about imminent invasion, passed to Royal Navy, was not followed by adequate action.