Cobbler,
Their could b a couple of things causing this,
1. Did you or have you and rules moving messages to sub-folders or archive folders?
2. Do you have auto archiving enabled within your Outlook?
3. When you perform a search of these messages do they appear in a sub-folder?
4. Have you performed a local search for .PST files and opened them to see if these messages are being forwarded?
Keep me posted