I see this all the time in my office – do you use smtp/[pop? and if so are you also using a web mail client? This can reset the bit that says a message was downloaded or not.
What is your mail server? Were you logging into the mail server from two seperate machines? This can cause this to happen as well.
If you are using iMail or something simiar they reccomend deleting the dynamicly created files in your home directory just leaving the dbx files and having the server recreate the view on next login.