WordPress comments has four folders: Pending, Approved, Spam and Trash. Only “approved” comments show up on the blog. Some comments get posted automatically, especially if the user has had a previously approved comment.
Some comments require me to approve them, so they are in the “pending” folder, and some comments are flagged by WordPress as “spam” and go there.
Comments by banned users (you know who you are) go directly to the “trash” folder before I ever see them. Much like the “spam” folder in e-mail (where “junk mail” and some legitimate mail goes) I can and do look at the things in the trash, pending and spam folders. Comments in the “trash” folder are almost never approved.