Link Checking Thread - Google Backward Link Posts

[Moderator Note: This thread is an amalgamation of the various posts we’ve had over the past few months asking about checking backlinks. Please don’t post any new threads on this subject, as your answers should be in here somewhere.]

I checked the backlinks on one of my sites, and though I managed to have several links on other sites and directories Google for example doesn’t find them all. I guess he can’t find the links in search engines, but directories and other sites shouldn’t be a problem. Does anyone understands this ?