How do I get notifications on both Apple Watch and iPhone?

I was waiting for a very important text and I thought that I would notice it because my Apple Watch would get a notification but it didn't and instead my iPhone did. I noticed this happening the other way around as well. My Apple Watch got the notification but my iPhone did not. Is there a way that I can make sure that the notification is delivered on both devices?

Thanks!

[Re-Titled by Moderator]

Original Title: Notifications on both iPhone and Apple Watch