Emails received then disappear

I have started to notice in the past few weeks emails being received, appearing momentarily in the inbox and then disappearing. Yesterday I noticed one and telephoned the sender who said that the email was showing in his "sent" folder and he had not received any notification of a failure to arrive. He re-sent it successfully. It contained several pdf and word attachmnets. I don't know how much this is happening because I am not often watching the email inbox screen when emails come in but I have had a number of occassions when people have sworn they sent emails which I have not seen.