I have always wondered why no one implements a baysian filtering mechanism for all folders. It seems like this would be an easy enhancement to something like spamsieve.
It would work by allowing the user to direct mail to whatever mailbox they wanted. There would be a seperate corpus for each mailbox. After a mailbox has been "trained" with several messages, it should be able to automatically determine what messages go where. An enhancement would be for it to dynamically set the corpus by training with any message in a mailbox. So the user simply puts mail in a mailbox, then spamsieve learns what goes where.
devonthink does this, but it is very inconvenient to use with mail as it is not integrated and must be used as a seperate application