Could it be a problem years later if I forgot to include some things in my thesis? I graduated 3 years ago with a MS degree and a thesis. I recently discovered that I forgot to include some data - tables and list of datasets. All my final analysis has been included. Can there be some problem about this in the future?
I have a couple of sentences such as : "For the list of datasets used in this experiment, see table xx". I do not have that table. I guess I was in a mad rush at the end and forgot to include those.
Can there be some problem about this in the future?


What sort of problems do you mean?  It could certainly inconvenience someone in the future if they try to build on your work and have to reconstruct this data.  I'd recommend writing to your advisor to send the additional data tables in case anyone could benefit from them, assuming you don't have in mind doing anything else with them yourself.  You don't have to describe it as material you forgot to include (although, in light of the edited question, there's no way of saving face since you referred to it in the thesis as if it were included).  Instead, you could reasonably say something like "While going through old files, I discovered some potentially useful material that never made it into my master's thesis, which I've attached to this e-mail.  Feel free to make use of it if any future students work on related projects."

On the other hand, you don't need to worry about being punished or having your degree revoked, assuming there was no dishonesty or fraud involved.  There's always more material you could have included in your thesis but didn't, and this is not relevant once the thesis has been approved.  Omissions or even mistakes won't invalidate your degree.