Rowdy's most likely given you the answer. It's possible on the axles to back the nut off with the cotter pin still in place, which is often difficult to remove with side cutters. Using a 1/2" drive breaker bar and the appropriate size socket, both the front and rear axle nuts can be removed, shearing the cotter pin in the process. As the nut is backed off, it "threads" the remains of the cotter pin in the axle. as it passes over that area. Usually the pin is shinier than the axle threads - at first. As time, grease, dirt and goo take over, it can become almost impossible to see the cotter pin remains, which looks as if there had been no hole ever drilled for the cotter pin. The old pin is there. You just can't readily make it out. Take a dentist's pick or a sharp nail and poke around the towards the end of the axle where the hole should be. When you find the pin, sometimes you can push the shank out, other times it must be driven out. I've also had to drill out especially stubborn cotter pin remains.
The odds against an axle leaving the factory or a dealer's parts room without a cotter pin hole are so great as not to even be considered. The hole is there. It's up to you to find it.
Marshall