One reason this can happen is if your data is in an index that is not in your list of default indexes.
By default, the user, admin and power roles that ship with the product have only the main index in the list of default indexes to search. Unless you explicitly specify the index in your search you will not see data in other indexes.
To see if this is the case, go to Manager -> Indexes to see what indexes exist and the # of events and time range for data in each index, and go to Manager -> Access Controls -> Roles to see what default indexes are set for your role. To fix it, add the index you need to your role's list of default indexes here.