There are some files and folders that OS X hides by default in the Finder. You can still get to them by chosing Go -> Go to Folder... and then typing the folder path (because Macs rule, Tab Completion works here!). You can also toggle all visibility on and off in the finder (see Showing all files in Finder), but sometimes you'd like a specific folder or file to be visible.

SetFile to the rescue!

From the man page:

DESCRIPTION
/usr/bin/SetFile is a tool to set the file attributes on files in an HFS+ directory. It attempts to be simi-
lar to the setfile command in MPW. It can apply rules to more than one file with the options applying to all
files listed.

So, 

sudo SetFile -a v /Volumes

will make the /Volumes folder visible in the finder.