If your wood floor is missing boards, the chances are good that it has other significant defects as well. Even if it doesn't, though, you need to sand and refinish to do a proper repair. Before you start, check the cross-section of one of the boards adjacent to one of the missing ones. If it has a thin veneer that you might sand off, you're probably better off replacing, rather than repairing, your hardwood floor.
Replacing Missing Boards
The most difficult part of a replacing a board is taking out the old one, so if the boards are already missing, your floor repair is that much easier. You probably won't be able to find new boards that perfectly match the floor, but as long as it's the same type of wood, it should blend reasonably well. To fit in a new board, saw the bottoms of the grooves off with a table saw so you can drop the board into position. Spreading construction adhesive on the grooves and weighing down the board while the glue sets effectively anchors it in place without the need for nails.
Preparing to Sand
Among the other defects the floor is likely to have are warped boards, gaps and worn finish, and sanding is the only way to deal with them. A careful inspection of the floor for raised nails protects the sanding machine, and a thorough cleaning with wax-cutting detergent saves sandpaper. Unless the warping is severe, it's best to fill the floor before you sand, because the filler is easier to spread. If the floor needs extensive filling, dilute latex filler to a pourable consistency and spread it with a rubber grouting float. If you just need to spot fill, spread the filler right out of the container with a putty knife.
When sanding a severely damaged floor, many refinishers do an initial pass with a drum sander and 36-grit sandpaper diagonally across floor. This is an aggressive tactic that levels warped boards quickly, and it will help the new boards that you installed blend with the rest of the floor. You need to do another pass with the same grit paper parallel to the boards to erase cross-grain scratches before finish sanding with finer sandpaper. The process wears a significant amount of wood from the boards and isn't appropriate on engineered boards or solid boards that have already been sanded thin.
Staining and Finishing
Even after a thorough sanding, the new wood of the replacement boards may be an imperfect match for the worn wood in the floor. You should be able to blend them by staining the floor with a pigment stain, spreading it with a paintbrush and wiping it off with a rag. The floor then needs at least three coats of clear finish -- polyurethane protects well and is easy to apply with a finish applicator. Screen each coat except the last by sanding with a floor buffer and a 120-grit sanding screen when it dries to ensure the best finishing results.