I have a client with a SBS 2011 server running Exchange 2010. There are several board members of this organization who have internal email addresses that forward to their external mail contacts. When sending an email directly to the external contact it gets delivered properly. When sending an email to the internal address, the email gets delivered to the internal mailbox but never gets to the external contact address.
I have checked the SMTP logs and it doesn't look like the email to the contact ever gets sent.