Three things:
1) What email provider do you use?
2) What kind of email is it (ie is it a fwd, a video, a picture, etc)
3) Can you go on your email provider's website and track it down?
Ok and a bonus question: are you trying to download it on edge or wifi? If it is a huge email, maybe it will go faster over wifi.
Bonus question 2: did you try rebooting the phone?