If you keep (and have access to) reasonably detailed smtp logs, you can see if the message originated from your network, even if you can't get your hands on the headers.

I had this happen once in a blue moon on my old system. Never figured exactly what was happening, but the messages did, in fact, originate internally. I suspected an odd interaction between the nightly backup, the nightly av scan, and the email datastore, but could never prove it and noone wanted to take ownership.

-jk