HELP!!! I deleted a POP email account w/4000+ messages in it and they disappeared

Question

I have been told all my messages are gone forever but I find that just hard to believe.  If this were a Windows machine I could recover them because it just deletes the first character in the name of the file.  Am I to believe that Apple doesn't have something even remotely similar?
I have been able to recover a few hundred from my iPhone which also had access to the POP account but many years of emails are just not there.
I thought for sure I could delete the account and recreate it as I was making it an IMAP account but I'm having no luck getting most of my life for the past 4 years back.  (And yes, I know, I should have backed up - but I hadn't in over a year.)  Lazy I know so please don't rub it in. 
I drove 100 miles to go to the Genius Bar at the Apple Store and that is how I learned to recover the ones on the phone but that was a painfully slow process of doing them pretty much one at a time because I'd select 50 or so and some would be able to be moved and some wouldn't - which was frustrating so I finally just went through and kept the ones that were most important. 
Anyone got any good news or ideas for me to try? 

Answer 1

Thomas,
"Note that you were warned that this would happen and approved it.  When you delete an e-mail account in Mail, you are shown a message like the following:"
You didn't read my problem - I said I deleted a POP email account.  I always read the messages that pop up and in Mail when you delete a POP account - IT DOESN'T TELL YOU NUTHIN!  It just deletes it - which *** for me.  Fortunately, I had an iPhone and on that device I had about a 1000 messages that I could recover but on all my POP accounts I download them from the server onto my Mac so they were only on Mail (the really old ones that I wanted to keep.)  I had to move them into another directory one by one basically because when I would move 50 some of them would move and some wouldn't and I never did figure out that problem.  Basically the ones that would not move are the ones that were associated with my domain changes with GoDaddy, and there were a lot of those.  Have no idea as to why only those were resistant to moving but I can get all that data from GoDaddy anyway.
This thread is now moot seeing as how I've recovered everything I can and am going to just move on - and back up more often.  ;-)
Apple and Mail need to rewrite that program to include a WARNING MESSAGE when deleting an Account in Mail that says ALL YOUR MESSAGES ARE GOING TO DISAPPEAR NEVER TO RETURN IF YOU DELETE THIS ACCOUNT, SO YOU DANG WELL BETTER HAVE A BACK UP IF YOU WANT TO KEEP ANYTHING BEFORE PRESSING THAT MINUS SYMBOL!  ;-)