Earth and moon are thought to be formed by the collision of two planets. So we have at least these two protoplants. The cores probably ended mainly in the core of Earth; that's inferred by the much higher mean density of Earth in relation to Moon.
Iron-nickel meteorites strongly indicate at least one pre-existing planet large enough to form an iron-nickel core.
Comets of the Kuiper belt are hypothized to be a collision product.
As you go further back in time the building blocks of planets get ever smaller and more numerous till the interstellar dust and supernova remnants our solar system is formed of.
Some of the early material will most likely have been ejected from the solar system; this may include protoplanets.
By the chaotic nature of multi-body systems like our solar system it's getting more and more difficult to track single bodies back into the past.
The NICE models try to describe the early solar system.