I must be doing something wrong. I set up a filter for a nonexistant account of amazon@**** to go to a_valid_account@****. I sent a test message and got nothing. I create a forward of amazon@**** to go to another_valid_account@**** and it works.
I remove the forward and nothing goes through. Thanks for making me check my main account though, I had over 33K messages in there, thought I had it set to blackhole.
Edit: I found where it went. It was in my default folder with all of the other unassigned email sent to my domain.