I sent a dweller out into the wasteland for a day and he returned with loads of weapons and outfits. After collecting all the loot from him though, only some of the outfits showed up in storage, the rest has just disappeared.
It wasn't a problem with storage space because after only collecting some of the outfits from him I still had 10 spaces left in storage.
Best Answer
I saw various people on the forum reporting this as a bug which should have been fixed in the latest version (1.1). Make sure you are playing this version.
Other than that, make sure you are searching for the items on your storage space, not your dweller's inventory since some items are gender specific. Make sure you have enough space and upgrading the storage might help even if it shows that you still have space.
If nothing works then help the developers by reporting the bug here: http://forums.bethsoft.com/forum/310-fallout-shelter-support/ (choose the appropriate platform)