[tsm]

No 'm' either:

    (def phrase "Fjord zoologists quip jovially, waxing lyrical about xanthic lutrines")
    (require '[clojure.string :as str])
    (-> phrase str/lower-case distinct sort)
    ;; => (\space \, \a \b \c \d \e \f \g \h \i \j \l \n \o \p \q \r \s \t \u \v \w \x \y \z)

(edit: OP originally just mentioned 'k' but then ninja-edited in the 'm')

[teddyh]

Python:

  >>> phrase = "Fjord zoologists quip jovially, waxing lyrical about xanthic lutrines"
  >>> import string
  >>> set(string.ascii_lowercase) - set(phrase.lower())
  {'k', 'm'}

[bilsbie]

Concise!

[bshimmin]

You are right, I did - sorry. I wrote something similar in Ruby to check!