Did Matthew, Mark, Luke, or John write anything other than the Gospels? Currently I'm studying Youth Ministry and have a New Testament class that has been challenging. One of the tips for understanding an author better is to read everything they've written. 

Have these four written anything else that we know of other than the Gospels? Or were they only inspired to write the Gospels?
With respect to the traditional attributions, here's the simple list:


Matthew: None
Mark: None
Luke: Acts
John: 1 John, 2 John, 3 John, and Revelation


Modern scholarship, which typically rejects the traditionally attributed authors of these books, still generally attributes Luke and Acts to the same author.  There is less agreement on the authorship of the other books attributed to John, however.

Finally, there are some apocryphal works that are attributed to these authors, but they are not part of the canon:


Apocryphon of John (2nd century)
Gospel of Pseudo-Matthew (7th century)
Secret Gospel of Mark (claimed by some to be a late forgery)