I had a similar problem about a month ago.

I noticed that between Thursday evening and Friday morning I had not received any e-mails, and when Mrs 21H said she'd sent me something that failed to turn up I started to check the settings. My account had been changed to forward all mail to a yahoo.co.uk address, and the delete it.

Immediately changed my password and then started changing all my other passwords, starting with banking and credit cards. Nothing had been affected apart from my paypal account (same logon/password, yep I know...) which had been used to buy a macbook in Indonesia. I filed claims with Paypal and MBNA and both reversed the transaction.

The scary thing is that if the settings had not been changed to delete the mail, I probably would not have noticed until I saw the charge on my credit card.