Nontraditional loans

Pawned some valuables? Taken out a payday loan? Signed for a car title loan?

Those transactions don't show up on your credit report, says Ulzheimer.

"But if you default and the lender enlists a collection agency to come after you for the balance, that action likely will go on your report," he says.

Another item that doesn't show up on credit reports: reloadable debit cards. "They are not on your credit report because they are not credit," Ulzheimer says.

One "lender" that's also often missing from credit reports: utility providers.

While some power, gas and phone companies routinely report to credit bureaus and as a result, show up on your credit report, more often they don't, Ulzheimer says.

When that can change: If you dodge a bill that goes into collections, you can probably expect that notation to end up on your report.