I have messages missing in past conversations.  It is strange because I have the initial message, and the response e-mails, but not the one that I need.

What type of email account? Do you use the cleanup feature?  If they aren't in the mailbox and aren't in deleted items recovery (for Exchange server mailboxes), it's gone. 

Hi Diane, Thanks for your prompt response!  I am not familiar with the cleanup feature.  They are not in the deleted items folder either, is there any way to recover the e-mail through the mail server?

If you use Exchange, you can recover some via Recover Deleted items. How far back it goes depends on the server's configuration.

Open the Deleted items folder then look on the Home tab for Recover Deleted items button. If the message isn't there your admin would need to restore a backup for you to have any hope of recovery. (Most admins won't do it for one message.)

Hi Diane,  I just took your advice and it appears my settings only go back to 5/23/205 as of today.  I will see if an admin can help me to restore a backup for this e-mail. Thanks again!