I’m playing around with google apps, and one great feature is the ability to import in existing gmail accounts – all email messages and even labels.
One thing I assumed was that no messages from my gmail spam folder would be imported – and that turned out to be true. But after the gmail import I noticed a bunch of message in the new google apps account’s spam folder. On closer inspection they were all legit messages including google alerts sent to my gmail account. A bit convoluted, but if this is still making sense to you, it looks like google apps email hasn’t white-listed google messages.
Odd, no ? See screenshot below showing google alerts for a stock I follow, MVIS:
Raanan Bar-Cohen 
Had the same problem. Added googlealerts-noreply@google.com to Google Apps mail contact list. Problem solved. No more alerts tagged mistakenly as spam.
It has to be because of the positini integration on the google apps (I assume for business) side. They should give you the ability to whitelist email through the postini interface. (Not sure if this is turned on yet or not like for other hosted accounts).
@ Rich — thanks, good tip, that works.
@ Micah — makes sense. But you would think google would whitelist themselves as a default.