Some kernel modules may not be distributed as part of the kernel for license compatibility reasons, or just by preference of the authors. In some cases they may only be distributed in binary form, with an open-source "wrapper" that is compiled to match your local kernel, like nvidia video drivers.
Also worth mentioning is that large amounts of the linux kernel can be either 'built-in' or built 'as modules'- I think most distros prefer modules where possible.
Run shell command 'lsmod' to see all the modules you currently have loaded, and check out the .ko files under '/lib/modules' to see the modules provided.