Emails disappear when moving from Inbox to anywhere else

Whenever a client of mine has a message open, they click on Move To Folder and the list of recent folders comes up. That person selects a folder but the message does not appear in there. What I have found out was that if I right-click on the message and move it that way the message will move successfully. Or if the message is open and I do use the Move To Folder shortcut that if I select Other Folder and choose a folder they will move that way. Which leads me to believe that the folders in the recent folders list point somewhere else. So my question is, how can I find out where those folders point to?