Basically, the Gospels of Matthew and Luke were written apart from each other, but there are certain sections to them that are nearly identical, right down to identical phrasing. So, some scholars think that means both books were referencing the same document. A document that apparently contained Jesus' teachings. A document that has never been found.
But if it's out there, somewhere, holy crap. The parts they used from it are the really important sections: the Golden rule, the Beatitudes, the Lord's Prayer, a bunch of parables... literally enough stuff to found an entire religion with. And that's only the parts they used.
What else was in there? We'll never know.
Red means Q wrote it.
So What Happened?
The mere existence of the document is the subject of heated discussion (as is, well, everything having to do with the subject of where the Bible came from). This has nothing to do with whether or not you believe in Christianity, by the way. The point is, the Gospels seem to be borrowing from a collection of sayings of someone who was, at the very least, one of the most influential teachers in human history. And we don't have the document they were referencing.