Currently Being ModeratedMar 4, 2013 10:43 PM (in response to Yami Creative)
I'm experiencing something similar. I see a message being received in Mountain Lion via notification. When I'm going to look for this mail, it's gone.
I dont't have any rules set up and no mail plugins installed. The mail is also vanished from the server. I'm using IMAP on my own web-site (via a service provider). I was able to verify, that a certain message from a certain sender dissapeard, which had a PDF attached. I thought it might have something to do with my ISPs virus protection, but they a) insured me, that they don't delete any mail and b) I got a new mail from someone I don't know this morning. Again: Saw the notification, afterwards the mail is gone.
For now, I will switch to ThunderBird (this was also the recommendation of my ISP).