There is a 160 character limit to any SMS message, coming or going. When you send a message that's over 160 it'll break it up into multiple messages and send them individually. Now, that's only for OUTGOING. If you're talking about incoming messages from another cell phone user it gets more complicated, especially if they are on another cell phone provider.
Say they send a 200 character message from At&t. That message is broken up by their cell phone (maybe this is where the issues is) and sent to a service company that handles cross provider text messaging. The messages are then delivered to your handset. Obviously at any point there can be an issue, but it would be hard to believe it was YOUR phone that was the issue.
Is this happening with multiple OTHER users, or just one person? If it's just that one person then maybe it's their handset that's screwed up when it goes to break the message into multiple 160 character segments.
It's obviously not an issue for me. I get stuff from multiple people on multiple carriers without issue, regardless of how many messages they are broken into.