As probably mentioned but:
A missed approach is a defined procedure, for example "Climb straight ahead to 2000, left turn to 200 to intercept the XYZ 090 radial direct to XYZ and hold". This is conducted under IFR. ATC might give you other instructions for example "turn right direct XYZ" once you are above the safe vectoring altitude.
Now, in the above, depending WHY you executed a Missed Approach would determine whether you wanted to fly the whole missed approach and approach again. In the USA if, for example, you went missed because of someone on the runway you could cancel IFR and then join the visual circuit.
Where as a VFR go around can be anything, if it is safe you could immediately turn onto downwind for example, or you could continue over the runway and round onto downwind, or simply bugger off and try somewhere else.
Overshoot seems to be what IO and others have said, you end up in a hedge, fence, field....