Any missed puzzles will either still be in their original location or (as the game points out) in Granny's Shack
During the train and Dropstone sections, Granny uses a smaller portable shack
Once Folsense is reached, some players overlook Granny's full size shack seen here
http://professorlayton2walkthrough.blogspot.com/2008/11/puzzle129.html#photograph008
Additionally, once you reach Folsense, you can't return to the earlier locations and any missed puzzles from these locations will be in the shack
If you've finished the story, the game puts you back to before the ending so you can return to Folsense and finish whatever has been missed
Some players overlook that you can walk around (and leave the castle) instead of talking to Katia (which initiates the ending again)
You can see where to leave the castle here
http://professorlayton2walkthrough.blogspot.com/2008/11/puzzle137.html
You can use the walkthrough's puzzle index (down the right side) to find where any missing puzzles are (if the puzzle is no longer in the location shown then it will be in the shack)
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