Some Mac users have discovered the sidebar to be missing in the Open and Save dialog windows that appear throughout Mac OS X. Since the sidebar contains quick access links to various points in the file system, including user directory pictures, documents, the desktop, Macintosh HD, and tags, this can be frustrating and lead to a more difficult file opening and saving process.
Fortunately the missing sidebar in dialog windows is easy to fix, so follow along and you’ll have it back in no time at all.
Source: Fix a Missing Sidebar in Open & Save Dialog Windows of Mac OS X (OS X Daily)