Welcome to the Apple Support Communities
They were available in Snow Leopard, but Apple unified them in OS X Lion, and OS X Lion and Mountain Lion have got Mission Control instead > http://support.apple.com/kb/HT4689
This frustated me too, until I found the following article:
Same functionality (maybe better), though still figuring out how to define the hot-keys (it should work under System Prefs, Keyboard, shortcuts).
Just wanted to add about the Keyboard shortcuts- Control 1, 2, 3 etc.
After you assign some Desktops (Spaces), if you go into System Preferences>Keyboard,
then select Keyboard Shortcuts tab and Mission Control on left pane,
you can then tick each Desktop- 1, 2, 3 etc (however many you currently have).
Now it is easy to just switch to each Desktop like on Snow Leopard, using Control 1, 2, 3 etc.
I didn't realise why this didn't work for me for quite a while (not mentioned in Apple KB support article)- hope it helps someone.
And for those w a few bucks to spare- http://mac.appstorm.net/reviews/utilities/totalspaces-fixes-mountain-lions-awful -spaces-implementation/
I've been using their TotalFinder app for ages, and love having tabs, side by side tabs, and system wide tab, as well as cut and paste options.