At least one of Shakespeare's plays which is now lost was called Cardenio (based on Cervantes' Don Quixote). Another is a sequel to Love's Labour's Lost called Love's Labour's Won.
Shakespeare certainly wrote a play called Cardenio, which took its story from Cervantes' Don Quixote, which was a new book at that time. However, no copy of Cardenio exists, so it is lost.