I noticed that a few slides weren't appearing and after looking at the timelines and making adjustments, I finally stumbled upon the TOC menu.
From a demo perspective this totally makes sense. If you are familiar with Captivate, you know that when you're recording a demo there are many slides that go into one "movie" and if they each had a line in the TOC it would be a little overwhelming to the user (not to mention that some slides in a demo are a fraction of a second long and wouldn't really deserve their own line).
Now, if you're developing an entire course in Captivate this could prove to be problematic. All of the slides I created in Captivate (even though they look just like the PPT slides I imported) didn't have a title or label.
Easy fix. In the filmstrip view, I double-clicked each slide that didn't have text next to the slide number. This brought me into the properties for that slide where I added a label (note - you can't use the same label more than once) and saved my changes (both in the publish settings and the actual Captivate file).
Pretty easy. I obviously don't use the TOC option very often. Most of the time I publish out pieces of Captivate, Flash, etc and string together with XML. However elementary, I consider this a victory for myself :)
More on the TOC in Captivate 4 available at help.adobe.com