So, I saw this and was trying to find a way to check this systematically instead of by individual reporting. I *think* this can be seen by comparing a list of games that have trophy support to game pages here. Using the example of Katamari Forever, when you go to the GB page for it, it doesn't even show Achievements on the left hand side of the page. Or another example, 50 Cent, has achievements...but only for 360. 
 
The question I have had while checking is if the API being pulled has non US only games in it? Or do those only show if a user actually has trophies? I've only gone through the first 20 or so games of an alphabetical list, but so far four Japanese or UK/Aus only games (Atelier Rorona, 428, Aquanaut's Holiday, Ashes Cricket) don't have achievements on their pages. 
 
Or for that matter, I guess, do PS3 achievements show if no one has any trophies?

edited- looks like they all slowly showed up except the ones list above

Had a quick check of my list and noticed the following are missing:
Prototype, Bionic Commando, Gunstar Heroes, Trine, Shatter, Wolfenstein 3D
 
All European versions of the games.

I don't see Halo on mine. 
 
...err...wait... 
 
Oops...

Sonic's Ultimate Genesis Collection and FIFA 10 aren't showing up on mine

I dont have my Need for Speed Shift trophies showing up

Ok, good. I'm glad it isn't just me. Thanks for the heads up!

PAL version of Cross Edge isn't showing for me, but the US version is showing. 
PAL version of Trine isn't showing either. But that hasn't been released in the US yet.

Can't see Resident Evil 5's Platinum Trophy. The rest seem to be there however.

I need my shatter trophies!  Also its saying that I have 100% rare trophies.. Not sure if thats just because everything is still syncing, we shall see!

Everything's showing up fine for me, but it seems like they're in reverse order when I sort by 'recently played'. Maybe just a first day thing. Either way, not really a big deal.

 Jeff,
 
I have unlocked everything in Sonic's Ultimate Sega Genesis Collection but it does not show up on the playstation network trophy site regardless if I am logged in or logged out......
 
It does show up on my PS3 though.....  Strange. 

I don't see Star Wars: The Force Unleashed.
 
Edit: I also noticed that GB displays wrong trophies on LittleBigPlanet (maybe more games?) for me.
GB says I don't have "Dr Frankenstein" and "Socialite" which I both have. 
GB also says I have  "Booty Master" and "Party Person" which I don't.
 
Noticed similar stuff on Dead Space, but I don't have time to check exactly which ones right now.

I don't see Guitar Hero 5, Rock Revolution, Need for Speed: Shift, Ninja Gaiden Sigma 2, Age of Booty, Heavy Weapon, CellFactor, or Prototype.

I dont see Katamari Forever on mine

I don't see Wolfenstein 3d or Sonic's Genesis Collection.

FIFA 10

OK, I've spent the evening taking a longer look at the way Sony provides data, and my early conclusion is that there are some games that will never show up on the public version of your profile. 
 
By public, I mean the page you'll see if you view your profile while NOT LOGGED IN to playstation.com. If you're logged in, everything that the server side knows about will be displayed on YOUR profile, but not other profiles. 
 
That means when I go to... 
 
http://profiles.us.playstation.com/playstation/psn/profiles/GiantBombing 
 
...I see everything I've got, including unreleased stuff like Brutal Legend. But when YOU go there, you shouldn't see BR, as well as a number of other games that have been available for some time. 
 
So I'm trying to compile a list of games that aren't showing. Here's what I've noticed so far... 
 

• Shatter 
• The Beatles: Rock Band 
• Guitar Hero: Metallica 
• UNO 
• Digger HD 
• Bionic Commando
• Katamari Forever
• FIFA 10
• Wolfenstein 3D
• Sonic's Ultimate Genesis Collection
• Ninja Gaiden Sigma 2
• Need for Speed: Shift
• Guitar Hero 5
• Prototype