There are several studies that give the same sort of 2-3% number of missed myocardial infarctions, though they arrive at it in different ways.
In addition to that NEJM article above, there are a couple other ones from the EM literature:
http://www.ncbi.nlm.nih.gov/pubmed/8442548
is the classic one from 1993, which looked at 5,000 patients presenting the ED with chest pain and followed them up for missed MIs. 1000 patients received a diagnosis of AMI, 20 of whom were sent home, 5 of which died. That's the first 2% number, and where the 25% of missed MIs die number first comes from.
http://www.ncbi.nlm.nih.gov/pubmed/17112926
is more recent, in 2006, looks at patients who were admitted with AMI - and then looked back to see if they'd been to an Emergency Department within 7 days with symptoms consistent with cardiac disease. They also come up with that number of 2.1% miss rate.
In reality, these numbers probably minimally underestimate the number of missed MIs in the study populations - the limitations of the diagnosis of AMI in follow-up.
If you look at all the studies of trying to apply the TIMI score to designate a low-risk population in the ED, you also see a 30-day MACE event rate of ~2% - although, I have problems with the combined MACE endpoint used in a lot of the cardiovascular studies.
So, how many are we really missing? I would probably say we're missing fewer - as a result of increased awareness of these historical numbers as well as medicolegal concerns leading us to rule out more people. But, it is precisely those atypical presentations that will simply always be atypical that lead us to discharge patients who go on to have an AMI. I don't think the numbers from 1993 are reliable indicators of how many patients have poor outcomes after a miss - considering a lot of their patients actually received the diagnosis of "ischemic heart disease" on discharge - but it's still clearly a bad thing.
I tend try to talk the low-yield patients out of admission in the interests of cost and resource savings, when feasible. I tell folks they're not zero-risk, but low-risk, and low-risk isn't zero, and, if possible, give them some numbers based on the literature. If they want to stay, they get obs; if they don't, I document the conversation and let them go.