Look in your trash folder. That's where they like to hide. Just like on your mac. The navigation button is on the top left. Go out to the folder tree. Then select the proper account, should unfold and show you the trash folder.
On the iPhone's mail program, you've got the main screen with mailboxes, and at the bottom, accounts. Click on the accounts selection for your gmail, and you'll find a folder view like on a computer. Anything you deleted will be in the trash folder unless you've emptied it, or in the all mail folder and you can move it to your in box again.
If you are using gmail as exchange, your deleted emails don't really delete. They are moved to the all mail folder. I've made a folder called iPhone trash and I move the trash to it on the phone then empty that folder.
I had this same issue cpc12, what I figured out was all my email accounts were actually seperated as well as joined, so the gmail ones were archived, not really deleted, until I went into the seperate gmail account and physically deleted them.