What causes people to remember events which did not take place? How do we "remember" events which did not take place, or future events? I'm using remember as a way of describing the experience of recalling a future scenario. For instance, when you were little say your mom promised you a soda at the grocery store, but then didn't give you one. You might have created, imagined, a scenario where this did happen, memorized it as such, and then later when you didn't get the soda you remembered the other, expected, imagined. It's not the expectation I'm focusing on, but the act of creating, and remembering something that never happened, and is expected in the future.

I've read a few articles, mostly philosophical, about this sort of thing, and what I've gotten from that is we know about the future because we have a memory of the past. So in a way this is a question about memory itself. 

I don't understand why we are able to remember events which did not happen, like events in the future. What causes the brain to be able to do this? Do we know yet, or is there research on-going?
There is some misinformation out there put forth by Brooks Agnew about "remembering the future".  This is the same guy who advocates a "hollow earth" theory.  It's not grounded in science, I'm afraid.

We predict and imagine the future.  Often our predictions aren't even conscious (reflexes, for instance, can be programmed in the lower brain; we're often not conscious of our reflexes until right after they've done their job).  But reflexes are a product of the past, either genetically, or through experience (depending on the reflex).

In fact, we generally consider it one of the arrows of time that humans remember the past and not the future; with Newtonian physics, deterministic physics implied events were completely invertible (reversible in time) while remaining valid.  This is one of the interesting features of classical physics.  There are now, many physically observable arrows of time, though: entropy, expansion of universe, quantum arrow (wave function collapse).

just a wiki article to get you started, 
http://en.wikipedia.org/wiki/Arrow_of_time