I got an e-mail notification of three comments to a question I posted. Now going to look, I see one of the comments, but the other two are not there. Presumably, they were deleted. Since a record is available of revisions to questions and answers, I wonder if there's any way to see comments that have been deleted?
Only moderators can see deleted comments, sorry. The notifications will have been removed from your inbox on the site, but of course SE can't retract email notifications that have already been sent.
If what you saw in the notification wasn't obviously inappropriate (for example, rude), do check to see if the problem was that there were a lot of comments and they got moved to chat. If that happened, there'll be a comment from a moderator with the chat link.