If you’re a Mac Mail user and you use IMAP with your web hosting email, you can run into an issue where your Sent emails won’t save to the server (or anywhere for that matter) when you set up your Mail account. There are lots of possibilities for things to go wrong, but I found the short bit of info in the following link helped sort out my issue quickly:
http://www.inmotionhosting.com/support/email/mac-mail/set-up-mac-mail-save-sent-items-server