Jackie Bouvier Kennedy Onassis is enumerated in the 1930 census--well sort of. Her father is listed in in NYC's Manhattan as shown here, but his wife and young daughter are listed without names. Based upon the complete enumeration and known information about the Bouvier family, it's pretty certain this is the right family.
The reason for the unusual entry is anyone's guess, but if it can happen to a future first lady, it could happen to your less well-known ancestors as well. If you can't find someone when searching a census index, make certain you have searched for every family member.
You can search of the 1930 census at Ancestry.com and see if your ancestors show up no names---maybe they were in the witness protection program!