Are you using a POP account, and did you have the settings selected to leave messages on the POP server after downloading? If so, you can get Mail to download them again in the following manner: after quitting Mail, use the Finder to open Home/Library/Mail. Next, locate the file named MessageUidsAlreadyDownloaded3 and drag it to the Desktop or simply delete it. Relaunch Mail, and it will again download all messages that remain on all POP servers you are using. This is different in Mail 3.x versus Mail 2.x, in that it is one file for all POP accounts, versus one within each account folder.
Ernie