Most airdrops at the moment were ERC-20 tokens and happenned at Ethereum. Some you had to register in advance and for some you need at least 100 EOS, you have to check with the people doing the airdrop if it should already show on your wallet.
You can always also check on https://eospark.com/ if you have received the airdrop.
Besides, if you have a lot of actions on your history table there is a chance your airdrops aren’t showing because of that. If you have a lot of actions on the history and the airdrop transaction is not showing anymore (because we are only getting your last X actions on the blockchain to not overload the app) then the airdrop doesn’t show.
We are changing that to a more reliable way on the next release 🙂