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

FIFA 10

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

I dont see Katamari Forever on mine

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 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.

 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. 

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.

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!

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

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.

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

I dont have my Need for Speed Shift trophies showing up

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

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

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.

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

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?

Been said, but in Yurop it's SEGA Mega Drive: Ultimate Collection.

I'm missing FIFA 10 (though that only just came out), and I have some of the incorrect trophies for GTA4 - I both have some which I have not earned, and do not have some which I definitely own. But thanks for the feature, it's really good.

Wait, so being logged in to playstation.com affects the trophies displayed on my Giant Bomb profile?

looks like my Ninja Gaiden sigma 2 not showing up.

There's also the European version of Sonic's Ultimate Genesis collection, "SEGA Megadrive: Ultimate Collection." 

The ones I'm missing that haven't been mentioned yet are:
 
G.I. Joe: The Rise Of Cobra
Switchball

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

Missing quite a few trophies from Resistance 2 most notably OMGWTFBBQ which is a gold for beating the game on superhuman.

Games not on the list for me:
 
Heavy Weapon 
 
I also have Bionic Commando, Sonic's Ultimate Genesis Collection, The Beatles: Rock Band, Guitar Hero Metallica, and Shatter that aren't on my list like the OP suggests.
 
I tried the public link to my trophy list and those games don't show up, which is weird. I wonder what's causing that.

The only hiccup I've noticed is the secret trophies not being added to the overall score.

" 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. "

" @Micke said:

" 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. "

Uhhh... I don't know about the other stuff, but I'm pretty sure Star Wars: The Force Unleashed doesn't have trophies... "

" @Tearhead said:

" @Micke said:

" 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. "

Uhhh... I don't know about the other stuff, but I'm pretty sure Star Wars: The Force Unleashed doesn't have trophies... "

They patched them in recently I think "

" The only hiccup I've noticed is the secret trophies not being added to the overall score. "

" @Equal_Opportunity_Destroyer497 said:

" The only hiccup I've noticed is the secret trophies not being added to the overall score. "

I think that's by design, as to not spoil the secret of what kind of trophy it is. "

" @Damien said:

" @Equal_Opportunity_Destroyer497 said:

" The only hiccup I've noticed is the secret trophies not being added to the overall score. "

I think that's by design, as to not spoil the secret of what kind of trophy it is. "

There is no way they would make such a dumb design decision as to not count secret trophies in your score. And it's not like knowing what kind of trophy it is spoils anything. Hiding the description, like they do with Xbox 360 Achievements, would likely be the intended functionality. "

i think its something to do with the us psn servers because if im logged into the eu site i can for e.g see all of jeffs tropthys but when i click on his US profile they ant showing up!...... only problem here is though you've got to be logged in! i wonder if they could just pull the data from EU though.

" I dont see Metal Gear Solid 4 help! "