Did you check the
Standard Assets package option when you create a new project? If that's not working, go to
Assets/Import Package, and in the file browser, select
Standard Assets, and click 'load'. If it still doesn't work, try downloading Terrain Assets here - it's a standard assets package. You also might try re-downloading Unity, because you might have accidentally deleted your assets, or the file might have been corrupted.
Mar 21 '10 at 06:06 PM