If you have downloaded iOS 5 onto both your iPhone and iPad and begin to use iMessage you will notice that some messages don't sync. I have no idea why it doesn't work properly but I can explain what is happening.
You will notice that when you send an iMessage to an email address to will since to both your iPad and iPhone or iPod touch.
However when it come to cellphone numbers it gets confusing.
If you send an iMessage to someone's cellphone number from either your iPad, iPhone or iPod touch it will sync across all your devices. But if someone sends you and iMessage to your cellphone number it will NOT sync across all your deceives.
I hope Apple will fix this in a future update.
Something I have also noticed is that in order to send an iMessage from your iPad or iPod touch to a cell number the number will have to have the country code at the beginning.
If you still have problems let me know and I will try and help!