I have the GMail app installed on my bb. If I view Email using the GMail app, then close it by hitting the end key, the program still runs in the background. When I receive new messages they would not be located in my message folder. Instead they would be located in the GMail app. In order to correct this I usually reopen my GMail app, then close the program by using the Menu Key, then select Close.
Also make sure your Emails & SMS texts are not separated into different folders, with one of those folders being hidden.