Opera

All messages identified by Opera Mail as junk mail will be sent to the "Spam" view. To access messages that have been marked as spam, toggle the Panel by pressing F4, and double-click on "Spam". If a message in this view is not spam, select the message and click the "Not Spam" button. If the message is from someone you know, you also can press A on your keyboard, which will add the sender to your contacts. Messages from your contacts are assumed not to be spam, and therefore will not be sent to the "Spam" folder in the future.

You can choose how aggressive you want the spam filter to be. Right-click on the "Spam" view, and go to Properties > Rules. Select "Off", "Medium" or "Strong" under "Internal filter" to set the level. The default value is "Medium". In this dialog, you can also set additional rules for spam.