I've noticed that there are a few authors that seem to fall into that nether realm of not being early enough to be included in Gutenberg, but not contemporary enough to be in demand (and therefore not available for purchase either), such as Jorge Luis Borges and Dennis Wheatley for example.
BTW, I learned of an easy way to download free books directly to your Kindle from Manybooks.net. This has been around for a few years, apparently, but for those of us new to Kindles, it's pretty slick. Switch Wireless On, open the Kindle web browser and enter the URL:
http://mnybks.net/ This is the mobile version of the ManyBooks site (It actually says Free Cellphone Books). You'll see a small search screen where you search by author, title, category, etc., then select book you want. Click on the Mobi/Kindle link, respond to a confirmation dialog, and the book downloads directly to the device in seconds. It will even tell you when it's done.