Below is a succession of .wav files demonstrating the "audio paradox" of the missing fundamental. (FYI: These files were generated using the freely available and powerful sound-synthesis software Csound. For more information, go to cSounds.com.) Each file contains an ascending diatonic scale starting with middle C (about 262 Hz), played three times in succession. In the nth file scalnhar.wav, the notes in the first scale are comprised of harmonics 1 through n, all of equal amplitude; the notes in the second scale contain all but the first harmonic (i.e., the fundamental); whereas the notes in the third scale contain only the first harmonic.
I suggest playing the files in reverse order, for each file listening to hear whether the three scales all appear to be at the same pitch.