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piatkow - 8:20 am on Mar 11, 2009 (gmt 0)
As coopster says, although these are primarily webmail services they all have pop3 options these days but the spam folder is only accessible through webmail and is invisible to the client.
All those services have several layers of very aggressive filtering. Messages may not reach the layer that the recipient can control although I would have expected a bounce message in that case. Of course your own filters may be blocking the bounces.