HI,
Clear all old Messages off the iPhone
In Settings > Messages > Received At > Caller ID enter the Apple ID in use in Mesage on the Mac.
This will then sync the iPhone number to the Apple ID and you should see them in Messages.
If you don't clear the old messages then the syncing does not fully work and the iPhone Number is isolated from the Apple ID and syncing of iMessages to the iPhone Number don't appear in Messages on the Mac.
Some people have reported that turning their iPhone Off then On Again also seems to work (it probably breaks the contact with the iMessage server making it start again afresh).
9:58 PM Wednesday; July 25, 2012
Please, if posting Logs, do not post any Log info after the line "Binary Images for iChat"
iMac 2.5Ghz 5i 2011 (Lion 10.7.2)
G4/1GhzDual MDD (Leopard 10.5.8)
MacBookPro 2Gb (Snow Leopard 10.6.8)
Mac OS X (10.6.8),
"Limit the Logs to the Bits above Binary Images." No, Seriously