These do not always get filtered as spam because the messages are actually pretty low-tech when compared to the tons of other spam we get. Most big companies like Yahoo use sophisticated software that evaluates spam characteristics, like the number of recipients on the email, the rate at which the source network is sending mail, presence of graphics, etc. The "419" scam emails, as these are called, tend to be sent one by one, have a lot of different words, and are formatted in plain text. So the spam filters do not see anything in that message that makes it look more suspect or suspicious than a normal email sent by a real person.
That said... once they have your address, they do tend to bomb you for a couple of weeks, then the bomb trickles off and they leave you alone for a while, and come back again, and so forth.
The best way to get rid of them is to stay off of their lists in the first place. Here are some tips (and some may surprise you):
-Do not ever forward any chain emails, and ask anyone who sends them to you to please stop, or at the minimum use the BCC (Blind Carbon Copy) to hide your address. Chain mails can be anything from "if you send this to 21 people, Outback Steakhouse will write you a check" to "do not buy gas on May 15, boycott Exxon" to jokes and poems and silly pictures. Even if you do not forward the email along, anyone who recieved it from the same sender can see your address-- and when they send it along, anyone they forward it to can see your address... and so on... and so on... sooner or later it gets into the bad guy's hands.
-Keep a separate email address for that kind of email and shut it down as you need to
-Do not ever post your email address anywhere on the Internet because spammers have software that can collect addresses from web pages. If you must put your address on the Internet, spell out the AT part: joesmith_at_yahoo-dot-com or something else that is missing the @ and the .com. Spammer software will pass right by this.
-Do not use the Unsubscribe link in emails unless you know for sure you did subscribe in the first place. Sending an Unsubscribe only tells spammers that they have reached a real working mailbox.
This won't keep you 100% spam free but it is definitely a good start... especially that first part... you would be surprised at where those chain letters travel to!