In Word 2007, if you have any unapproved revisions in your document, your cross-reference list doesn’t update—you have to approve all changes before you’re allowed to see your footnotes in that footnote list.
From http://www.generation-nt.com/us/answer/footnotes-are-missing-cross-reference-list-help-128452581.html: “When I attempt to cross-reference a footnote, the list of footnotes presented doesn’t include all of the footnotes. The footnotes are numbered correctly, with some footnotes missing. So the numbering goes like this…1, 2, 3, (skip 4) 5, 6, 7, (skip 8) 9. Why are some of my footnotes missing from the cross-reference list?”
Approving all changes fixed the problem.