Here's a handy data loss prevention tip. With a Mail message selected, do not press either of the secret undocumented keyboard shortcuts Option+Control+H or Command+Option+Control+H. That is, unless you want your selected message irretrievably deleted. Not moved to the trash. Deleted. Permanently.
Tested in Mac OS X 10.7.3. Bug report filed.
Note: If you're backing your Mac up with Time Machine, as you should be, then you may be able to restore the vaporized message.