Many Protestant Christians might feel a bit puzzled when they first discover that their Roman Catholic Christian friends don’t have the exact same Bible as they do. Protestants count 66 books in their Bibles, while Catholics count 81. Why don’t we have as many books in our Protestant Bible as the Catholics do? Have we left something out? Good question!
The Apocrypha refers to 15 additional Jewish writings that are contained in the Catholic Bible but not in the Protestant Bible–books such as Tobit, Judith, 1 and 2 Maccabees, and Baruch. As far as answering why we Protestants do not include these books, the simplest reason is because they were never received as canonical (authoritative) by the Jewish elders into the Hebrew Bible (Old Testament).
The name “Apocrypha” itself means “secret” or “hidden” in Greek, referring to the questionable authorship and authenticity of these 15 books. Sometimes Catholics will refer to these books as “deuterocanonical” (second canon), meaning that they have a status of authority just second to the other 66 books of the Bible.
It was not uncommon for the early Church to take some or all of the books of the Apocrypha and tack them onto the end of a copy of the New Testament.  Much of these writings were considered by many as good godly writing (similarly as one might consider a Max Lucado or Philip Yancy book to be today).
When Jerome translated the Hebrew Old Testament into Latin (called the Septuagint, c.a. A.D. 400), he initially refused the inclusion of the apocryphal books until mandated to do so my the Pope.  Nevertheless, his inclusion of the books also came with a caution to the reader that they were not to be considered on the same level as the books of the Old Testament.
Later, during the Protestant Reformation, when reformers like Martin Luther and others translated the Bible into the common language of their day (1500s), they either inserted these additional 15 books in a separate section between the Old and New Testaments, or they eliminated them altogether. The reasons given by the Reformers for ultimately not including these books are the same I mentioned above–the Jews never accepted these Jewish writings as God’s Word either.
It was not until the Catholic Council of Trent (1546) that the Roman Catholic Church decided to officially give the Apocryphal books full biblical status–equal to the other 66 books in the Bible.
My view is that the Apocryphal books are a mixed bag. Some books are very helpful–for instance, in better understanding the Intertestamental period (the 400 or so “silent years” between the Old and New Testaments). So, a book like 1 Maccabees gives a very helpful window into the Interteatamental world–the world into which Jesus was born, and about which the Gospels speak of. Roman Catholics, however, have used some of these books to develop doctrines beyond–and sometimes counter to–the clear teachings of the Bible (i.e., the Catholic doctrine of “purgatory” has traditionally been supported by an obscure reference in 2 Maccabees 12:43-45).
Even though I don’t see any reason to consider any of the Apocryphal books as divinely authoritative, I think it would do us well to know what’s in the Apocryphal books, if for no other reason, so that we will be better able to read the Gospels with a fuller picture of the 1st century world into which Jesus came.