In Colossians 4:16 Paul references the church at Laodicea and directs them to not only read his letter to the Colossians there but also that the Colossians read the letter from Laodicea. What letter was written from Laodicea and why do you think he was so emphatic about both letters being read by both churches?
Colosse and Laodicea were neighboring towns and it was customary for all the various letters from Paul and others to be circulated among all the Churches, just as they are today.
There are a couple of possibilities as to the identity of the actual letter. One is that Paul could have written a letter to the Laodicean church that isn’t included in the New Testament and wanted to make sure the Colossian church also read it. If that’s the case, the content of that letter has not been disclosed. It’s not clear that the other letter was actually written to the Laodicean church since Colossians 4:16 only refers to a letter from Laodicea. If it originated there, it couldn’t have been written by Paul since he was in prison in Rome at the time.
Another possibility is there could have been another letter being circulated that was currently in Laodicea and Paul wanted to make sure it also came to Colosse. If that’s the case, the most likely candidate would have been Paul’s letter to the Ephesians which was written at the same time as the letter to the Colossians, in 60 AD.