I have 3 users that do not have folders of x days retention and historical folders. Any ideas why?

Those aren't part of the default folder set. Are you running some third party archival solution?

Agree with Mjolinor. Is there a third-party archive product in place? What do you mean about the “Retention and Historical folders” exactly? Please also describe the exchange topologyJames Luo TechNet Subscriber Support (http://technet.microsoft.com/en-us/subscriptions/ms788697.aspx) If you have any feedback on our support, please contact tngfb@microsoft.com