Sometimes in orchestral scores, rehearsal letters I, J, or O may be skipped. For example, Tchaikovsky's Piano Concerto No. 1 does not have a rehearsal letter J. What is the reason?
Omitting either I or J appears to be fairly commonplace. Gardner Read's Music Notation: A Manual of Modern Practice says that "the letters I or J are usually omitted, the consecutive lettering going from H to J or from I to K" (p. 43). G. Schirmer's internal style guide, The G. Schirmer/AMP Manual of Style and Usage (3rd edition), says of rehearsal marks "[w]e use the alphabet from A-Z with the exception of the letter J, which we skip because of its close resemblance, in many fonts, to the letter I, before starting over again with 'AA.'"
As for O, the story is not as simple. The Wikipedia article on rehearsal letters says that it may be skipped (along with I and J), but none of its references which are available to me at the moment (I don't have Del Mar's Anatomy of the Orchestra and J. V. Horn's The Community Orchestra doesn't seem to exist!) say anything about O.
I honestly don't recall ever seeing O skipped; if someone could provide an example I might have more to say. I don't know why it would be skipped. It does often look like 0, but I can't imagine a measure number 0 occurring far enough into a piece of music to come after rehearsal N (or at all).