as an addition to what Ian Turner said, the main reason could be that the pages linking to you carry to little pagerank. Google generally only lists pagerank 3 or 4 and higher in the back-links overview.
Some very prominent directories such as e.g. DMOZ/ODP can have very pagerank categories as low as PR2. You can still find these pages in Google by searching for your own site name without www and com as pageoneresults suggests.
Another option is using FAST's backlink search option.