I deleted an entire SMS thread by mistake from my HTC Wildfire. Is there any way I can retrieve that thread ?
If you use My Backup Pro and have regularly scheduled backups, you can retrieve your SMS messages, provided you've set them to be backed up.
Also see SMS Backup - it allows a user to backup the SMS directly into GMail, so you always have a backup away from your device - no harm even if your device is misplaced / stolen / not working and you need to refer to an SMS in a hurry.
Unless the messaging app you are using has a specific backup function or a trash folder there's no easy way, however, it may be possible for a data recovery professional (its not cheap) to recover them if the area in the memory hasnt been over written yet. Flash memory does not have data reminance like a magnetic drive. One overwrite and the data is essentially gone. I have also read that some android phone store sms messages on the sim card (I have a cdma phone so I have never seen it) and if so you may be able to recover them from the sim with a sim reader. Ultimately its not likely you are going to recover them and any attempts will be costly or hard.