The main problem is that I have a bad habit of keeping everything in my inbox until I've dealt with it. I kind of know this is dumb, but the sensible thing of filing things immediately even if I can't respond right now feels like too much effort for too little immediate reward.
In the past, when I've changed email systems I've retrieved the old inboxes, usually in a very inconvenient form such as a giant text file containing a jumble of a couple of years' worth of correspondence. Last time I did that was December 2003. Between then and getting Gmail in June 2004, most email ended up in my Eudora email account. And between June 2004 and August 2005, many people (notably the people I really care about) were still using my work email address so those emails were in my Eudora account too. Stupid me, I thought my emails were safe on my hard drive, and I didn't have to worry what would happen to webmail accounts or my work-based email servers.
From mid 2005, everything is in Gmail (the transition was kind of gradual between June and August, because I was lazy about the switchover). Gmail positively encourages laziness about archiving, but I'm reasonably confident that Gmail isn't going to disappear in a puff of smoke. Still, backing that lot up in a convenient format is not a bad idea either.
But. I left my old desktop computer at home when I moved to Sweden, because it was too old and deprecated to be worth the bother of transporting. I attempted to write everything I cared about onto CDs, but unfortunately my CD writer died in the middle of this process. I wasn't too concerned because my computer was still there at home and I'd figure out a way to extract the emails at some point.
What I didn't bargain on was my mother getting frustrated with the computer being senile and eccentric. To me, it was just Windows, it crashed fairly frequently, I would swear at it half-heartedly and restart. But after several false starts, just after I moved here my mother became an absolute internet junkie. She couldn't cope with the offline time caused by my old computer crashing. So my parents bought her a new computer. Dad asked a computer consultant he employs to back up everything from my old computer, but unfortunately nobody really consulted me about what I needed. So I have a backup of the documents from the old computer, but not the application data. And my entire correspondence archive was hidden away in Eudora mailboxes, which did not get backed up. (There are a few other possibly irreplaceable things lost this way too, mainly because my old and now defunct computer had the hard drive from my previous computer inside it, containing my entire electronic life since 1997.)
I only have myself to blame, but this really hurts.