Unfortunately, spam comments are widespread across every blog platform. There are a few things that can be done to control it, but not eliminate it.
Under Options.. General.. Do you have "Users must be logged in and registered to comment" checked?
You might also be getting 'trackback' spam. Under Discussion Options, uncheck the option to allow trackbacks.
If you notice a frequency of certain keywords, you can enter them into the Comment Blacklist under 'Discussion' options. This will prevent them from appearing even for moderation.
Hopefully that will help