Usually, it is because your bid was below the minimum bid (current bid + bid increment). There is a sliding scale of minimum bid increments, they are different for each currency, and the increments increase as the bidding gets higher.  eBay rejects a bid that is below the minimum bid and will not show up on eBay's bid history page.

We always recommend you bid your TRUE MAX BID (the absolute most you are willing to pay) + 1 bid increment.