Unconstrained Asian roads often involve poor infrastructure, affecting overall road safety. Missing traffic signs are a regular part of such roads. Missing or non-existing object detection has been studied for locating missing curbs and estimating reasonable regions for pedestrians on road scene images. Such methods involve analyzing task-specific single object cues. In this paper, we present the first and most challenging video dataset for missing objects, with multiple types of traffic signs for which the cues are visible without the signs in the scenes. We refer to it as the Missing Traffic Signs Video Dataset (MTSVD). MTSVD is challenging compared to the previous works in two aspects i) The traffic signs are generally not present in the vicinity of their cues, ii) The traffic signs cues are diverse and unique. Also, MTSVD is the first publicly available missing object dataset. To train the models for identifying missing signs, we complement our dataset with 10K traffic sign tracks, with 40 percent of the traffic signs having cues visible in the scenes. For identifying missing signs, we propose the Cue-driven Contextual Attention units (CueCAn), which we incorporate in our model encoder. We first train the encoder to classify the presence of traffic sign cues and then train the entire segmentation model end-to-end to localize missing traffic signs. Quantitative and qualitative analysis shows that CueCAn significantly improves the performance of base models.