This can happen if you are using X-Payments module in iframe mode. You will find those "missing" orders in X-Payments module.
Those are not real orders. Every time customer opens checkout page, it loads a section with credit card fields from X-Payments module. Every time that section is loaded from X-Payments, that module creates a record and assigns an order number with status "NEW". If customer proceeds right away and completes an order, it will go into "Charged" or "Declined" status but if customer goes back to shopping and comes back to checkout page again, new record with new number with status "NEW" will get created by X-Payments module. This is how X-Payments module works. The only way to change it is to switch X-Payments from loading directly on checkout page to be loading on the next page after client selects "credit card" and clicks [Submit] to go to payment page.