All the stuff we have access to?

There isn't even a general physical theory of window glass -- i.e. of how to resolve the Kauzmann paradox and define the nature of the glass transition. Glass is one of man's oldest materials, and yet it's still not understood.

There's also, famously, no general theory for superconducting materials, so superconductors are found via alchemical trial-and-error processes. (Quite famously a couple of years ago, if you remember that circus.)

Solid-state physics has a lot of big holes.