Where did it come from

I have several IMAP boxes with several mail addresses each. Is there a way to get statistics over where spam comes in?

That’s not currently possible with SpamSieve, but you could create some smart mailboxes in Apple Mail that show different views of your Spam mailbox for each address or account.

At least the Apple Mail in 10.6.8 can’t do smart mailboxes by Delivered-To, only “recipient”, which I assume are To and CC, and with a lot of spam those are bogus

OK, I think you would need to filter the messages by Delivered-To on the way in. I’ll consider adding a feature to SpamSieve to track this.