Formal:
* Il n'en reste plus. (Literally: "There is no more of it.")
* Il n'y en a plus. (Literally: "There is no more of it.")
Informal:
* Il n'y a plus rien. (Literally: "There is nothing more.")
* Plus rien. (Literally: "No more.")
* Y en a plus. (Literally: "There is no more.")
Example:
* "J'ai mangé tous les biscuits, il n'en reste plus." (I ate all the cookies, there are none left.)
You can also use the verb manquer ("to lack") to say that something is missing:
* Il manque quelque chose. (Something is missing.)
* Il me manque des œufs. (I am missing eggs.)
The best way to choose the right phrase depends on the specific situation and the level of formality.