Which version of InDesign and OS?
Try trashing your InDesign Preferences.
Tried that right after I posted, and indeed, it's the right answer.
And I hope you are regularly doing Save As and incrementally naming your documents and keeping copies externally.
Are you experiencing any crashes? If InDesign crashes when it's being closed, I believe recently opened files will be purged and won't be visible.
Best way to test things:
- Launch InDesign
- Create a new document
- Save the document
- Close InDesign
- then relaunch InDesign and check if the file is there.
This will confirm whether the recent files are listed when InDesign doesn't crash.
- Check InDesign > Preferences > File Handling.
- Check the number of recent files that can be displayed is higher then 0