There are no reports of messages disappearing that weren't the result of some sort of filter. If you are certain that the message was not acted on by a filter rule then it is possible you inadvertently enabled an auto-filter although if this were the case the message should have been in a folder somewhere unless that folder was being acted on by a general rule set. Anyways, to see what auto-filters are in place right click on a folder name, select autofiltering then Manage Autofilter folders. This will display any folders for which auto-filtering is enabled.
There are no reports of messages disappearing that weren't the result of some sort of filter.  If you are certain that the message was not acted on by a filter rule then it is possible you inadvertently enabled an auto-filter although if this were the case the message should have been in a folder somewhere unless that folder was being acted on by a general rule set.  Anyways, to see what auto-filters are in place right click on a folder name, select autofiltering then Manage Autofilter folders.  This will display any folders for which auto-filtering is enabled.