The first concern when messages are missing is that the account was compromised and contents deleted.  The first step is to change your password and verify all your other security and account settings (see http://gmailaccountrecovery.blogspot.com/#security (When you reclaim Your Account)).   If the account was compromised, a request for recovery of the deleted messages can be made here:  http://mail.google.com/support/bin/answer.py?answer=78353

Other possibilities include:

* Forwarding, filters, or access using POP/IMAP which could be deleting messages.

* Messages can also be deleted from other web-sites/tools/utilities through Authorizing applications & sites.

* Confusion on the difference between labels and folders when doing account cleanup.

* Using a view other than "classic" in Settings->Inbox can sometimes result in messages being hidden.

* In a Google Apps account it could a misconfigured retention policy:  http://support.google.com/a/bin/answer.py?hl=en&answer=151128

Have you looked in the All Mail, Trash, and Spam labels for the missing information?  Have you used the Search Mail function to try and find them?

Unfortunately, messages permanently deleted from Trash or Spam can not be recovered.  Sorry.

Unexpected message loss is why some people do their own backups of their Gmail accounts.  That way they can recover their information if something happens.  http://gmail-tips.blogspot.com/2012/01/gmail-backup.html

For more information see:

Try to find missing messages:  http://mail.google.com/support/bin/answer.py?answer=8256

Recovering deleted messages:  http://mail.google.com/support/bin/answer.py?answer=78353

Recovering messages or contacts:  http://mail.google.com/support/bin/answer.py?answer=50208