All kinds of stuff is left to be discovered. The prime things are a so-called GUT theory (grand unification theory), and the holy grail of physics, a quantum gravity theory.

The GUT theory would be an extension of the standard model of physics. We have unified the weak nuclear force with the electromagnetic force into the electroweak force, but we have not unified the strong force with the electroweak force - the GUT theory. Forces are mediated by bosons, elementary particles. The GUT theories will result in new bosons so these would result in new force aspects. The basis for unifications are symmetry groups which actually allow you to figure how many new bosons would exist. For example, the simplest GUT theory predicted a doubling of the number of force carrying bosons that resulted in a new force aspect that would cause free proton decay ( the theory did fail experimental test incidentally, but you get the idea)

The quantization of gravity is the most difficult thing left - if it can be quantized. Quantum mechanics and general relativity (gravity) are in direct conflict with each other. The most egregious aspect of that is the so called firewall problem at the event horizon of black hole where quantum mechanics predicts a firewall of energy, whereas general relativity predict you shouldn’t experience anything unusual crossing the event horizon. A quantized gravity might also resolve the information paradox of black holes.