I am trying to create a fish net with label points in Arcmap 10. I can get the polyline or polygon of a grid on my project, but I am missing the label points on the map in both data and layout view. In creating the fishnet I have clicked the create label points box. A layer is created and shows up in my TOC, but when I zoom to layer it takes me to white space. The attribute table for the point label layer is also empty.
I suspect that you may need to use Define Projection on both your fishnet polylines/polygons and the accompanying labels feature class.
It seems odd that you would have no labels so I think you should repeat the steps in your workflow and record the tools and parameter values that you used.