I've had this happen to me twice. First time every message (two email accounts, and my sms messages) dissapeared. Most recently, all of my sms messages were erased. My phone rang as tho I had just recieved an sms message but when I checked the phone all of my messages were gone. No idea what's causing this. Can anyone help with this???
I have a Pearl and it does the same thing, and it happens to one of my coworkers too. To emphasize what the above poster said, basically when the Curve's memory starts to get full, it'll delete text messages and emails to try to free up more room so you can still use the phone. There's really no way around this that I know of, except for buying a memory card and storing all of the pictures/ringtones you get for the Curve onto the memory card.
Getting a MicroSD memory card is definitely a *MUST* for owners of Pearls or Curves. If you're running 3rd-party applications, or, receive a lot of SMS / Emails, your phone will quickly run out of memory... thus leading to the automatic deletion of messages to free up some space.
Search eBay for 1gb MicroSD cards... definitely a cheap investment worth having. Pearls will easily handle 4gb cards, while Curves can handle 6gb cards as long as you have the latest firmware installed.