Ok,OK, kidding. Actually this bug has been reported by others. First question: do you use Handcent or ChompSMS or the stock app? Second, I don't know about getting them back but I use an app called "SMS Backup" that sends all of your SMS to your Gmail account so it's very handy for keeping an extra backup of SMSs.
I think if your search for this isue in these forums a bit too you might find some more helpful answers. I have definitely seen some threads on this before.
hth