You might have missed them because they're so tiny and look like moss from a distance. You're usually not going to see a single heart-shaped gametophyte like you see in textbooks, but a cluster of several tiny ones on the ground.
You can find fern gametophytes most reliably the summer in shady and moist areas. If you live near a forest that gets a lot of rain, that would be a good place to look. If there are ferns in that area and it is still moist, you can probably find some gametophytes on the ground.