I know Franz Kafka, writer of "The Trial" and "The Metamorphosis," wanted his papers destroyed after he died. He directed Max Brod (to whom Kafka left his papers) in his last will to do so, leave nothing intact. Brod, of course, ignored this plea. We can argue what was right or wrong, but if Kafka's will had been executed according to his instructions, his major novels - "The Trial", "The Castle" and "Amerika" - and most of his short stories would have been lost to the world. Brod, who died in 1968, left the remaining papers to Esther Hoffe, his close friend, assistant, and perhaps lover, with the direction to deposit them in an appropriate archive so that they could be saved for posterity and available for study. Well, Esther didn't follow instructions well either, but hid them away. Her daughter similarly kept them hidden although reportedly did sell a few in secret auctions.
Anyway, you can read a bit more on this on a previous blog.
There is, however, some good news. After years of wrangling, courts finally managed to get the boxes opened and contents reviewed. There was a gag order regarding what was inside, but a Tel Aviv judge rejected the order. The Haaretz newspaper reported that a huge amount of documents found in the safe deposit boxes are letters and manuscripts belonging to Kafka and Brod. Also in the box is a HANDWRITTEN SHORT STORY (!) by Kafka that has never before been seen. Perhaps Kafka would still want whatever remains destroyed rather published. I suppose his wishes are important, but at this point, after so much has already been published, I think it would be a greater loss to destroy them.
Of course, the lesson for great writers (or writers who believe they might be great) is to destroy what you want destroyed before you die. If you leave to someone else, a friend, even a close friend, chances are you'll be reading your unpublished letters and documents from the other side (assuming any of us get there!). If Kafka's case isn't enough, just remember Dmitri Nabokov and Elizabeth Bishop.