If you have albums that are missing the album artwork in iTunes, you can add the artwork manually so long as you have an image of it available.

To do this go to your Music Library in iTunes, select the Grid view, and then view by Albums. You'll quickly see the albums that have no artwork.

To add the artwork, right-click on the album and select Get Info from the menu. You may get a warning, if so click the Yes button to continue.

The window that you get will depend on the album. If the album contains multiple songs, you'll see a screen like this:

Setting the album artwork when the album contains multiple songs

If you see this, you can set the album artwork by double-clicking the Artwork section (near the bottom right). When you do this, it will open a file dialog and you can then select the artwork for the album.

If the album only has one song in it (or you only have one of the songs from the album), you'll see a window like this:

Setting the album artwork when the album contains only one song

In this case you can get the file dialog to select the album artwork by clicking the Artwork tab (already selected in the image above) and then clicking the Add... button.