I have an AT&T Samsung Galaxy 2 and have had a sporadic problem: A person calls me, my phone doesn't ring, kicks them over to voice mail, doesn't show as a missed call, and then the voice mail shows up on my phone as much as an hour later. I have tested this from my land line and sometimes the phone does everything it's supposed to and other times doesn't ring and doesn't log a missed call but records a voice mail.
I had the same issue. You will have to change your phone notification settings. Go to "settings," then "call", then "phone settings" under "other call settings." Scroll all the way to the bottom of the call setting screen and select "phone notification preview" (To show caller ID for missed calls and voicemails on locked screen and status bar).
Most likely, you downloaded an app on your phone that adjusted your phone settings. I hope this helps.
This is probably because you do not have a good reception when the phone call happens. If you have a good reception but is still not getting the call, contact your operator; standard voice mail is managed by your operator not the phone (that's why you can still get a voice mail even when the phone is turned-off/out-of-service-area, but it won't show in missed calls, which is managed by the phone itself).