$ dig yahoo.co.jp mx

; <<>> DiG 9.3.6-P1-RedHat-9.3.6-4.P1.el5_4.2 <<>> yahoo.co.jp mx
;; global options:  printcmd
;; Got answer:
;; ->>HEADER<<- opcode: QUERY, status: NOERROR, id: 50270
;; flags: qr rd ra; QUERY: 1, ANSWER: 4, AUTHORITY: 4, ADDITIONAL: 8

;; QUESTION SECTION:
;yahoo.co.jp.                   IN      MX

;; ANSWER SECTION:
yahoo.co.jp.            900     IN      MX      10 mx2.mail.yahoo.co.jp.
yahoo.co.jp.            900     IN      MX      10 mx3.mail.yahoo.co.jp.
yahoo.co.jp.            900     IN      MX      10 mx5.mail.yahoo.co.jp.
yahoo.co.jp.            900     IN      MX      10 mx1.mail.yahoo.co.jp.

;; AUTHORITY SECTION:
yahoo.co.jp.            900     IN      NS      ns01.yahoo.co.jp.
yahoo.co.jp.            900     IN      NS      ns02.yahoo.co.jp.
yahoo.co.jp.            900     IN      NS      ns11.yahoo.co.jp.
yahoo.co.jp.            900     IN      NS      ns12.yahoo.co.jp.

;; ADDITIONAL SECTION:
mx1.mail.yahoo.co.jp.   900     IN      A       183.79.29.234
mx1.mail.yahoo.co.jp.   900     IN      A       114.111.99.224
mx2.mail.yahoo.co.jp.   900     IN      A       114.111.99.248
mx2.mail.yahoo.co.jp.   900     IN      A       183.79.57.238
mx3.mail.yahoo.co.jp.   900     IN      A       183.79.57.237
mx3.mail.yahoo.co.jp.   900     IN      A       183.79.29.240
mx5.mail.yahoo.co.jp.   900     IN      A       183.79.29.238
mx5.mail.yahoo.co.jp.   900     IN      A       183.79.57.236

;; Query time: 68 msec
;; SERVER: 127.0.0.1#53(127.0.0.1)
;; WHEN: Thu Sep 13 11:14:00 2012
;; MSG SIZE  rcvd: 318

WindowsのnslookupコマンドでMXレコードを調べる方法

C:\Users\DQNEO> nslookup -type=mx yahoo.co.jp
DNS request timed out.
    timeout was 2 seconds.
サーバー:  UnKnown
Address:  192.168.1.1

権限のない回答:
yahoo.co.jp     MX preference = 10, mail exchanger = mx2.mail.yahoo.co.jp
yahoo.co.jp     MX preference = 10, mail exchanger = mx3.mail.yahoo.co.jp
yahoo.co.jp     MX preference = 10, mail exchanger = mx5.mail.yahoo.co.jp
yahoo.co.jp     MX preference = 10, mail exchanger = mx1.mail.yahoo.co.jp

mx3.mail.yahoo.co.jp    internet address = 183.79.29.240
mx3.mail.yahoo.co.jp    internet address = 183.79.57.237
mx5.mail.yahoo.co.jp    internet address = 183.79.57.236
mx5.mail.yahoo.co.jp    internet address = 183.79.29.238
mx1.mail.yahoo.co.jp    internet address = 183.79.29.234
mx1.mail.yahoo.co.jp    internet address = 114.111.99.224
mx2.mail.yahoo.co.jp    internet address = 183.79.57.238
mx2.mail.yahoo.co.jp    internet address = 114.111.99.248