I've been on trains twice where that has happened, must be 12 or more years ago now. One was a rush hour train (8-car 455) from LBG to Dorking where the first stop was scheduled to be Forest Hill. About 20 seconds after we'd gone careering through the station - I could see the looks of surprise on the faces of the waiting passengers - the driver came on to the tannoy to apologise for the failure to call "due to driver error" as he put it. We arrived at Sydenham 2E and waited there for time to catch up. Another time I was on a fast Thameslink service (319 formation) to Brighton and the driver forgot to slow down in time for the Haywards Heath stop, overshooting the platform by a good amount. This service was reversed back into the station. Considering the lick we were going at he did a pretty good job of stopping it anywhere near the station!
I can readily think of 3x occasions:
1) 2x 4Cig the driver missed Stonegate on the up, which the guard subsequently said was due to him believing the train was not booked to call there. The guard pulled him down, but the train ended up past the platform, and subsequently continued. In this case, a simple case of varying calling patterns on the route.
2) 1x 365 missed New Southgate. This was on what was at the time the 16:52 King's Cross to Letchworth. An unusual service in that it was at the time the only booked 365 service to call at New Southgate, so easy to see how the driver could make an oversight. The driver realized at the last minute, but still missed the platform, and subsequently the train continued onwards.
3) 2x 465 nearly missed Hildenborough on the down. This was on a very cold day with plenty of ice and snow about. Driver evidently didn't anticipate the conditions and completely missed the platform thanks to a massive amount of wheelslide. I think this particular platform is notorious for this, the following train had difficulty stopping too and ended up with most of the front unit off the platform.