I attempted to merge two mailboxes of e-mails by dragging one up to another. But the one I dragged disappeared (and all of its contents). And none of its contents are in any of the remaining mailboxes. Where are the contents of this mailbox? This is Apple's Mail program 2.1.3.

Somehow the "lost" mailbox got deposited in the destination mailbox, BUT didn't appear and didn't merge . A hierarchy had been created and I didn't realize that the "lost" mailbox and its contents were available to access and see by clicking on a sideways-facing arrow (which I didn't notice), and then I could see it. All is well.