Currently, the only index entry for __missing__ is  "__missing__() (collections.defaultdict method)".  This entry should probably not exist -- see #9536, which inspired this issue.  The method is not mentioned in the special-methods doc, and the explanation in the dict doc is not indexed.  Two suggestions:

https://docs.python.org/3/reference/datamodel.html#emulating-container-types

After __getitem__ entry, add automatically indexed entry, something like 

object.__missing__(self, key):
   When present in a dict subclass, called by dict.__getitem__ for missing keys.

https://docs.python.org/3/library/stdtypes.html#mapping-types-dict

Before the d[key] paragraph starting "If a subclass of dict defines a method __missing__()" add explicit __missing__ index directive.  The last sentence of the paragraph

"See collections.Counter for a complete implementation including other methods helpful for accumulating and managing tallies."

is confusing because the linked entry makes no mention of __missing__ (as it should not).  Change sentence to something like

"There are two stdlib dict subclasses that use (different) __missing__ methods as part of their implementation: collections.Counter and collections.defaultdict."

I will work on a patch and try to get the markup correct.

These edits look reasonable, useful and correct.

New changeset 0fe3fb886c38 by Terry Jan Reedy in branch '2.7':
Issue #23006: Improve the documentation and indexing of dict.__missing__.
https://hg.python.org/cpython/rev/0fe3fb886c38

New changeset 31875b244bdf by Terry Jan Reedy in branch '3.4':
Issue #23006: Improve the documentation and indexing of dict.__missing__.
https://hg.python.org/cpython/rev/31875b244bdf

New changeset 41b172fd4479 by Terry Jan Reedy in branch '3.4':
Issue #23006 whitespace
https://hg.python.org/cpython/rev/41b172fd4479

I made a couple more minor revisions to the 3.4 stdtypes text and copied the revised paragraph, with the code example, to 2.7