If they are not in the deleted items in the drop down options, Mail inbox, sent etc, then another way would be to go on to the internet. eg I have outlook express, and account with BT so can look on the internet and these do not seem to delete things which I have deleted in outlook express.
You could download and run a program called RECUVA which has the ability to find deleted emails , it is a free program and can be downloaded from any of the well known download sites. It would also help if you said what OS and what email progam you are using.