First, did you look in the Trash folder to see if the message you want is still in there? Keep in mind that------------
Spam is stored for 7 days or 2,000 messages, whichever comes first
Trash is stored for 14 days or 5,000 messages, whichever comes first
However, Trash folder items can be recovered for about 30 days after they drop out of the Trash folder--------------
For information on the "Recover Deleted Items" feature, see here---------
When messages drop out of the Spam folder they don't go to Trash though. They're just gone. It's the same if you manually delete an email from the Spam folder.