Here's a short listing of missing things in the FE3 section (using Serenesforest listings as reference) (slowly being updated):
Key:
Missing
Incomplete
Completed
Classes:
Lord/Marth
Knight (dismounted form of normally mounted unit; includes separate male and female versions)
Thief
Fighter (missing mapsprites)
Social Knight (horse-cavalry; missing mapsprites)
Paladin (promoted Social Knight; missing mapsprites)
Archer (missing mapsprites)
Sniper (promoted Archer)
ArchKnight/Horseman (mounted Archer)
Hunter (dismounted ArchKnight/Horseman)
Pegasus Knight (includes separate male and female versions; missing male version and mapsprites)
Dragon Rider (a knight riding a dragon)
Manakete/mamkute (includes separate male and female versions)
Mercenary (unarmored footsolder with a Sword)
Commando (transforms into other units)
Sister
Mage (includes separate male and female versions)
Priest/Bishop (promoted Mage or Sister; includes separate male and female versions)
Dancer
Hero (promoted Mercenary)
Armor
General (promoted Armor)
Bandit
Pirate
Barbarian
Berserker
Soldier (generic spear-wielding footsoldier)
Emperor
Shooter (ballista)
Dark Mage
Fire Dragon
Ice Dragon
Flying Dragon
Demon Dragon
Divine Dragon
Earth Dragon
Dark Dragon
Portraits:
Adding to the above lists by canas, FE2 is also missing character portraits.
And FE 6,7, & 8 are missing battle backgrounds and the platforms the battle sprites stand on.
I'm unfortunately also not that knowledgable on everything in these games, ehehe.