What are your BayesIt settings? If you changed the settings for the Delete function to a lower score and added "*" to the blacklist then I can imagine your mail being deleted.

Check your trash folder.

If not, and BayesIt has grabbed your mail as lesser spam, check the "Junk" folder.

If it's not there, then you may have imposed a view instant filter. Press Ctrl+= to clear instant filters.

Use the Browse deleted messages function to see if the messages have been deleted. Of course, the inbox must remain un-compressed since the loss for the deleted messages to still be available.

It's hard to help because you have provided so little information.