There is a setting in Messages, Options that sets how long a Blackberry keeps its old messages. By default this is set to 3 months (I think).
Have a look and see if your missing messages look like they may have been autodeleted by this "feature".
You can set it to keep messages Forever but if you have a lot of emails coming in (Messages are defined as emails, SMS, MMS) then like a bucket under a dripping tap the BlackBerry will fill up one day.