Firearm rules. Various iconic monsters. Familiars, illusions, summoning. Artifacts.
Lack of:
Firearms = feature, not bug.

Based on the number of people who feel that firearms are explicitly inappropriate to D&D/fantasy, I think moving them to a supplement is fair. I wouldn't be opposed to some stats in the DMG, but I think having the arquebus in the 2e PHB is one of those first impression things that helped sour me on that edition.
Iconics = 4e designed to be easy to reskinned, so no need for duplication. I was definitely in agreement with you, though, before I started really thinking about DMing 4e and designing adventures.
Familiars = It's never been implemented functionally in any edition, so the loss is probably a feature.
Illusion = Granted, it's a bug. IMO, it wouldn't be a big deal if the Shadow source was included in the PHB2. Really, I don't think the system will be "complete" until I see Psionics and Shadow sources. I couldn't give a rat's hindquarters about Primal.
Summoning = Another bug, and even the patch looks unsatisfying. To me, this is a
huge argument for pushing the Primal source (and whatever is filling the druid's summoner role) back to PHB3. From what I've seen of the Adventure's Vault previews, I'd say they botched -- not just included some issues, but full on botched -- the summoning mechanics.
Artifacts = the basics and a half-dozen examples are there. I'll grant that it's less than previous editions, but I'm still hoping for a really good treatment that makes a supplement worth while. Something like
Weapons of Legacy, but useful.