We've received several notes of confirmation for an issue reported yesterday where Mail.app does not retrieve messages with zero body content.
So far the most viable solution seems to be either using an alternative mail client, or a Web-mail interface (if your ISP offers one) to see the messages:
Kevin Delbarre writes "I have this problem as well. I'm running 10.3.3 but was running 10.2.8 when I first noticed it. Mail occasionally played my "new mail" sound but nothing was showing up in the mailbox, so I had a look at the console log and saw the same message reported by your reader ("... failed to append message ...").
"Using comcast's web mail interface I was able to see and delete the messages, which appeared to consist of nothing but a date. No From, To, Subject or message body. I have been getting about one of these a day."