My bad! That's the last time I'm posting without a PHB handy.
Also, consider Curse of the Dark Dream - no Effect or Miss entry, but you can sustain it even if the attack misses.
Consider Crown of Madness:
Hit: 2d6 + Charisma modifier psychic damage.
Miss: Half damage.
Sustain Minor: The target makes a melee basic attack against one of its adjacent allies of your choice (save ends).
The only thing "save ends" can refer to is "the power". Whether you hit or miss with the initial attack, in round 2, you may sustain. If you do not sustain, the power ends. If you do sustain, the target makes his attack against your choice of target; on his turn, he makes a save. If successful, the power ends. If not, then you may once again sustain the power on your turn.
Consider Summons of Khirad:
Hit: 2d10 + Constitution modifier psychic damage, and you teleport the target to an unoccupied square within 3 squares of you.
Sustain Minor: Make a Constitution vs. Will attack against the target. On a hit, you teleport the target to an unoccupied square within 3 squares of you. On a miss, the effect ends.
There is no Miss or Effect entry; nevertheless, if your initial attack misses, you can still sustain the power next round with a minor action, and make your Con vs Will attack. If
that attack misses, you can no longer sustain the power. If that attack hits, you teleport the target, and can sustain it again next round.
Likewise Thief of Five Fates; likewise Curse of the Golden Mist; likewise Fireswarm; likewise Delusions of Loyalty. Curse of the Dark Delirium is similar, though it has an initial Miss effect as well as a Sustain that ends if the sustain attack misses.
Consider Thirsting Maw:
Hit: 4d8 + Constitution modifier damage, and you regain hit points equal to half the amount of damage dealt.
Sustain Minor: The target takes 2d8 damage (save ends).
Each time the target takes this damage, you regain hit points equal to half the damage.
No Miss, no Effect; nevertheless, even if your initial attack misses, you can sustain the power each round until the target successfully saves, after which you may no longer sustain the power.
Consider Bigby's Icy Grasp: no Miss, no Effect, but you can sustain regardless of whether the initial attack hits (continuing a grab if you initially hit; making a new attack if you missed or release the initial target). Similarly Mordenkainen's Sword; similarly Bigby's Grasping Hand.
See Hurl Through Hell or Otiluke's Resilient Sphere for examples of powers which can only be sustained if the initial attack hits.
-Hyp.