Lot of Lottery spam mail

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Hey, Now-a-days (for the past 2-3 months) I'm getting many Lottery spam mails from hathway.com, Yahoo/MSN Lottery and also some charity donation lottery. All have a common characteristic that it asks for details such as Name, address, Bank Account, Passport (for some) and other personal details. Just to notify you that these are all scams and never ever reply to these mails. Also I have 1 question, why doesn't yahoo delete these mail or treat them as spams?