Ironically, while we did lose a lot of Aztec records from the Spainish conquering them, a lot of the Aztec records were already destroyed due to Montezuma 1's brother Tlacaelel who rewrote Aztec religion to focus more on human sacrifice and burned everything from before then.
What DOES hurt my soul that we lost from the Aztecs is their capital (sorta) Tenochtitlan
Every god damn account the Spanish have them being dumbstruck at how pretty and large it was, bigger and more wondrous then anything in Spain or any city they had even heard about even in stories. We also know it was actually amongst the largest cities in the world at the time, population wise only being behind Constantinople, Cairo, Bejing, and like one other place
>"Our astonishment was indeed raised to the highest pitch, and we could not help remarking to each other, that all these buildings resembled the fairy castles we read of in Amadis de Gaul; so high, majestic, and splendid did the temples, towers, and houses of the town, all built of massive stone and lime, rise up out of the midst of the lake. Indeed, many of our men asked if what they saw was a mere dream. And the reader must not feel surprised at the manner in which I have expressed myself, for it is impossible to speak coolly of things which we had never seen nor heard of, nor even could have dreamt of, beforehand."
If you want more, here's a pastebin with some more: pastebin.com/tdkd7Ja5
Anyways, after the Aztecs got BTFO'd by smallpox and the returning conquistadors came back with Tlaxcalan troops and mopped up, they dismantled the whole city, and new spain aka mexico city was built right on top of the ruins. The lakes the city and it's neighbors were built on got drained in the 1700's, and that's also why the axolotl's are extinct in the wild.
So thanks Spain, we traded this for modern day Mexico city.