My galaxy nexus will sometimes show text message notifications in notification bar, but then I will look in my messages and nothing is there. Obviously since I never see the messages, I can't give much information about it, but I do know of one case.
I saw a notification, so I pulled down the notification bar to see who the text was from. I saw my sister's name, so I clicked the box to go to the text. When I got to my message screen, it was empty. I text her to ask what happened, and she tells me she sent a group text (from an iPhone). I never received the initial text or any of the responses even though I know they were sent to me. It just started happening recently (probably in the past 2 to 4 weeks), and before, I was able to receive the group texts that she sends out.