Is there a phylogenetic tree for all known languages?

It's not just that it's impossible to create a single tree of all languages because of the numerous undocumented extinctions but it's also impossible for currently living (or documented dead) languages.

Glottolog is one great source for world languages, with another being Ethnologue. It is instructive to compare their lists of families (http://glottolog.org/glottolog/family vs. https://www.ethnologue.com/browse/families). They differ in their count by over 300. So, in effect, you would need at anywhere between about 120 and 430 trees to capture the genealogical relationship among the world's languages.

However, even this would give you an extremely impoverished view of the historical and contemporaneous relationships among languages. Language also evolve through change and contact - and in many cases, their current shape is as much due to that as to their long-term historical descent. English is itself a perfect example. Genealogically an offshoot of the Germanic branch of the Indo European tree (http://glottolog.org/resource/languoid/id/macr1271) but so profoundly influenced by North Germanic, Celtic and Romance languages that it's hard to think of it as a very good member of the 'original' family. In fact, Glottolog lists English as a new sub-family 'Macro English' covering the huge variety of dialects and creoles around the world descended from the English of the British isles.