I've got at least one trackback spam which appears in a published entry but doesn't appear at all in admin view, either under published trackbacks, unpublished trackbacks or junk trackbacks. This makes me understandably concerned.

Any idea how (1) the spammer's doing this? (2) how to delete the trackback? (3) how to prevent it from happening in the future?

The entry in question is at http://www.futurismic.com/2006/01/another_test_entry.html. I have all the bundled 3.2 spam filters turned on (though not customized).

I'd double check first that the TrackBack isn't hiding somewhere in the Junk TrackBacks list. I'd then suggest your rebuild the entry in question - if it has been deleted, when you rebuild, it will be removed from the page.

Also, if you're using the SimpleComments plugin to display your TrackBacks, that too may be an issue for you - that plugin has not been updated to handle Junk TrackBacks, and so it may be displaying these where the regular MTPings container tag would not. And if it was junked and then deleted, the page will need to be rebuilt to update it (as it wouldn't be published using the standard tags, deleting a Junk TrackBack doesn't trigger a rebuild of the page).