Does recordList return other lists too?

I couldn't find anything in the documentation about this, but I wondered if anybody else had encountered something similar.

We are doing a search for SupportCases, and then the return list gives us all our cases that meet our parameters.  Everything comes back fine except for the messageList.  The messageList, when we try to access them, is always empty.  Is this because of the returnList that we get with our response?

I've used the exact same procedure that I did when getting a single case back instead of a list of cases, and that works just fine.  I get all the case information and all the message associated with it in the messageList.  When I do the search though, I can't seem to get anything out of the message list.  Thanks for any help or suggestions.