You can see them in the missed events widget at the bottom left corner of any home screen. The widget is only visible when there is a valid notification, and provides one-touch access to the missed events list. At all other times the area, that it occupies, displays the theme background or selected wallpaper. It's non-customisable and non-personalisable.

In Nokia Belle devices the missed calls and other notifications are visible on the home screen and also behind the pull down menu in the Notification area.

Note: You can also see the missed Calendar alarms via Options > Missed Reminders on the Calendar application. The Missed Reminders option is visible if there are missed alarms.