When astronomers look beyond our solar system, we see water everywhere. This is not surprising -- water is a very stable molecule, hydrogen is the most abundant atom in the universe, and oxygen is the third most abundant atom. We see water around dying stars and in the freezing hearts of "molecular clouds" that will one day form new stars.
So, imagine our surprise when we were able to study the makeup of the atmospheres of two planets outside our solar system and we found --- no water. None whatsoever. What gives?
First, you are probably wondering how we can study these planets when we can't yet take pictures of them. The two planets in question, around the stars HD 209458 and HD 189733, both pass between their parent star and the Earth, blocking off part of the light from the star. But around the very edge of that planet, we will see starlight that passes through the atmosphere. If we compare the spectrum of the light from the star when the planet is off to one side and the spectrum of that same star when the planet is in front of it, any differences will be the chemical fingerprints of the planet's atmosphere.
After careful study, the researchers working on each star found some spectral signatures, but no signs of water. What can this mean?
The planet around HD 209458 showed signs of dust in its atmosphere. This is not too surprising -- the planet is close enough to its parent star that dust can form clouds (like the water in our atmosphere) because it is so hot. These dust clouds would hide anything lower in the atmosphere, just like clouds in our atmosphere hide the ground underneath.
There are two other explanations for the lack of observed water. In the first explanation, maybe the atmosphere of the planet is very stable so that there is no weather. In this case, the water would not necessarily show up in a spectrum. I don't understand atmospheres, so I can't comment on how likely this is, but it sounds a bit contrived to me. The other possibility is that the water is just not there.
What is the most likely explanation? If you forced me to guess, I would say that the planets probably have water, but it is very deep in the atmosphere, buried under dust clouds and general haze. The fact is, we don't understand planetary atmospheres very well. While most everybody has heard of Jupiter's Great Red Spot, we still don't really know what makes it red. Model atmospheres on the Earth work pretty well, but we still can't predict the weather. At least one Martian probe was lost because Mars's atmosphere was thicker than normal when the probe arrived. Saturn's moon Titan has an atmosphere that we thought requires oceans of liquid methane on the moon's surface, and yet beyond a few lakes near the moon's poles, there's not much there. And there are many ways to make an atmosphere on a planet -- if you don't know exactly what is there to begin with, your guesses as to what you will see will be very wrong.
So, in short, I am not worried that planets outside the solar system don't show signs of water. My suspicion is that the water is there, just that we don't yet know how to find it. This problem will give both the observers and the atmospheric modellers plenty to work on in the coming years!