(Note, the colors and styles of the blooms will vary! these are just examples)
Click here for photos of some of these blooming!
Crocus: If you catch them super early, they start out as a small white spike coming out of the ground (this is usually mostly or entirely covered by dirt or leaves). Once sprouting, they look like small bunches of grass, sometimes with a white stripe down the middle of the leaves. Frequently you can identify them by the fact that by the time you see them, they are already blooming. Available in many colors; such as white, purple, and yellow.
Daffodil: Groups of wide blade shaped leaves that are all parallel to each other. The groups of shoots grow in pairs from bulbs. The flower eventually emerges in the center (see far right photo).
Day Lily: Often you'll find them in big groups. They can have the same sort of faded appearance that Irises get because they are re-growing from a previous season. Day lily shoots will have multiple triangular leaves coming off of a central point, but unlike Irises they are wrapped around each other instead of side by side.
Iris: Very pointy blades growing from a single point, usually look more faded than other bulb leaves (on the right you can see new growth from a bulb that still has the dead leaves from last year attached). The leaves all grow in a single flat plane.
Siberian Squill: Looks a bit like a smaller, blue crocus (though can have multiple flowers). The leaves are slightly more substantial and fewer in number than crocus leaves. Another one that is as like as not to be blooming by the time you see it.
Snowdrops: Common snowdrops (left) look similar to crocus or squill when first coming up. Giant snowdrops (center and right) look a little more like curved daffodils. They will, however, be out in force much earlier in the season.
Bulb was eaten by a rodent: There is a hole where you planted the bulb.
This happened to all but one bulb that I planted in my front yard, while all my backyard bulbs are fine. I believe this is because my dog runs around my backyard, and the rodents were smart enough to stay away. I've also heard that placing chicken wire or similar items over the bulbs can work, because it will keep animals from digging but allow the bulb to grow through it.
Thanks to Theatrum Botanicum for some of the IDs!