How do I track a message in Exchange 2010 when used as a relay and no mailbox is used?

Within the Exchange Management Console there is an option for Toolbox. In the toolbox is a tool called Tracking Log Explorer. You can use this tool to search for messages at a finer granularity, and without selecting specific mailboxes, but based on email addresses, etc.

Every message in, out or internal flows through the hub transport server (IIRC) and should be logged by default (IIRC). Use the Tracking Log Explorer to look for the message.

Select the Recipient checkbox and type the email address of the recipient ([email protected]).

Select the Server checkbox and type the name of your hub transport server.

Uncheck the EventID check box (to see all events related to the message).

Select the appropriate date/time range.

Click Next.

Look at the results to determine the disposition of the message and to track it further.

X:\Program Files\Microsoft\Exchange Server\V14\TransportRoles\Logs\MessageTracking

They're CSVs too, so filtering and searching them with Powershell is a breeze.