What are some phrases containing words that should be hyphenated but many people do not include the necessary hyphen(s)?

Those aren't phrases. They are actually a form of compound words. They would be phrases if unhyphenated, but with it they become hyphenated compound words.

No, compound words differ from hyphenated two-word phrases in that the two separate words in the former don't need a hyphen. For example:

bedroom
hairpin
staircase
heartbeat
eyeball
firearms
toothache


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Nope. Both are. Compound words come in both hyphenated and non-hyphenated form.
http://www.wisegeek.org/what-is-a-compound-word.htm

Then they're both phrases, don't you agree?
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