Would an iPhone delete text messages by itself? Would an iPhone 3G delete text messages by itself? I have lost some text messages and don't know where to find them! Thanks.
Are you able to see the SMS in spotlight? Worst case would be that the phone was unlocked while in your pocket and somehow (through the miracle of entropy) messages got deleted.

Otherwise the phone might be running out of space as to my knowledge there is a limit to 250,000 messages that can be stored on the phone (regardless of which GB model you have), what would supersede that message limit is if you have very little space left on your phone. By default the iPhone OS will make sure that it has space for temporary data and caches over SMS messages.