Shadowfox,
I too was very concerned when I did not see the Nat Cert with my passport. You should have had a pamphlet enclosed with your passport titled "PASSPORT & DOCUMENTATION MAILING INFORMATION"
There they write that "you will be receiving your documentation in a separate mailing sent via First Class mail".
They are usually mailed out the same day (ours were mailed from New Orleans). One gets to you next day Expedited and the other takes a couple of days longer via First Class mail.
Don't worry about it, it will get there.
Danny
02/28/2007 : Mailed N-400 application to Nebraska
03/01/2007: Priority date
03/12/2007: Got fingerprinted in Detroit
04/04/2007 Received interview appointment letter
05/30/2007 Interviewed in Cleveland
07/02/2007 Received letter giving oath date for July 31
07/31/2007 Oath ceremony in Toledo, Ohio
07/31/2007 Applied for expedited Passport
08/08/2007 Received passport.