Looking in Notification Center system preferences on Yosemite (10.10), there's simply generic settings for how/when you want them to show. Under the Mail section of said pane, I have this set to "Banners". This applies for any and all notifications that are generated by Mail.
The best solution I was able to put together was this:
- Open Mac Mail
- Mailbox menu -> "New Smart Mailbox..."
- Use the following settings (bold are my inputs and underlines are dropdowns):
- Smart Mailbox Name: Notifications (use anything you want)
- Contains messages that match any of the following conditions
- Message is in mailbox [some inbox]
- Add as many conditions as you want, and then press OK
- Mail menu -> Preferences
- Set the "New message notifications" dropdown to the name of your smart mailbox