If you check again, do you see anything different? Sometimes there are bugs and all is corrected when you go back to look a second (or third) time. You could try to log out, clear your cache, and log back in again. Any change?
How much time has passed since you bought these items? After a certain number of days, your purchases are hidden in the annual view. If it's been more than 30 says and you have nothing, go to paypal and find the transaction amid your Account Activity. Open an Item Not Received case in the Resolution Centre through paypal. Don't wait. You have 30 days to deal with a complaint via ebay and 180 days with paypal.
Is it possible your purchase took place off-site? Although it is strictly prohibited, some sellers have found ways to trick buyers to their own websites from their ebay listings. You may have found yourself making a purchase right from the vendor directly in which case you'll need to contact them directly.
Good luck. Let us know what you discover if you think of it.
