We've setup a transport rule to catch mail sent to people that have left the company. We've then created Exchange contacts for the mailboxes that were closed and so we can refer to them from the rule ...
I have a setup of exim4 on domain1 in front of other server, domain2 (with sendmail). Second server have no direct access to internet, so domain1 is MX for domain2. And domain2 is set as hubbed_host ...