My husband and I received three wedding gifts that did not have any indication of who they came from. Our wedding was four months ago, and I feel terrible for not sending thank you notes to our guests. Should I BCC email all the people who we didn't get a gift from and see if anyone wants to "claim" their gift?

I wouldn't worry about it. For whatever reason, the givers didn't identify their gifts and are therefore not expecting any kind of acknowledgement.

Don't email... that would come across really wrong.

If a card fell off along the way, its an honest mistake. If someone is curious enough about not getting a thank you, they will call you up and say "So, how do you like that crockpot I gave you." That'll be your clue and you can honestly apologized for what happened... anyone can understand that happening.
If you never find out, no biggie, at least you had the right intentions.

OR (as I sometimes do) tell your Grandma your dilema. She'll spread the news by word-of-mouth and it might get you some ideas. At least, that's what my Grandma is good for. ;)

Maybe just send a generic thank you card to the people who came but you don't know what they gave. Don't mention a specific item in the thank you note.