Perhaps someone has gotten into your account and deleted them while still leaving you have access to your account (i.e. he/she has not -- yet -- changed your password). Or that person could be using YPOPS or something to retrieve the mails and deleting them from the server.
For safety sake, YOU should change your password immediately, but before that check whether your password recovery address and other security settings have been changed.
If that doesn't solve your issue, report back with any further information and Ray will surely get back to you as soon as he can with more technical help.