My first thought is the simplest answer, make your .ai document size larger. However, we can't answer the question without some more info.
What is your workflow, how are you getting the files into Photoshop? Are the Photoshop files the same size as the Illustrator files? If so, then the bleeds may still be there, just outside the document size. Make your .psd canvas larger and they should show up.
If thats not it, I wonder if Photoshop is importing them as .pdf's. When you save an Illustrator file as a .pdf, it crops the file at the artboard size.
Just curious, why do you need to get an .ai file into Photoshop? Do you need to edit the file in Photoshop? I wonder because, if you don't do any editing then you could import the .ai file as a smart object. That will keep the vector info intact, and you could resize it without losing resolution. You could also run filters (I believe), and adjustment layers on it just like a regular layer.