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For example one of our sites has been listed on Yahoo and google for many months, yet yahoo does not show up in the backward links.
We have scores of incoming links to another website, mostly from sites in the google directory, yet only a hanful show up in the backward links search.
Has anyone else noticed this?
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.