Checking submission from the Contact Form plugin
Based on that code I see on github (I'm assuming you're referring to this plugin) I'm afraid they're not saved to the database. 

However craft logs each mail succesfully sent with its internal mailer so you could check your log files to see if any are missing. 

The log messages look like 


  Successfully sent email with subject: xyz


That should give you an indication of how many are missing, as for the actual content, there I'm afraid you're out of luck as far as I know.