If you're talking only about other Mersenne primes, mgb_phys answered it: we have no idea. But to answer your literal question:
There are more than 1012978181 primes* beneath the largest known Mersenne prime. If storing each prime takes 1 bit, there has not been enough storage media produced on Earth through all history (hard drives, DVDs, clay tablets) to hold all these primes.
So yes, there are unknown primes beneath the largest known prime.
* In particukar, there are between 1.05901756822452 × 1012978181 and 1.05901756822453 × 1012978181 primes in that range, thanks to Pierre Dusart's tight bounds on pi(x).