For one of our customers we configured SharePoint to receive e-mails in document libraries. In my test environment everything worked fine, but in the production environment, the SharePoint SMTP-service did not receive any message. It seems, that the Exchange Server sends any message to the Internet.
After some investigation we saw, that the connector in Exchange was configured to send any e-mail to a smarthost.
So, we had to add a connector in Exchange, to send the e-mails to our SharePoint SMTP-service. This connector uses DNS to route the message to the correct host.