A while ago, I learned that the smtp protocol specifies that you can not have a mx record that points at a CNAME record. And I also learned that you can not have a MX record on a domain that is a CNAME record.
But it also appears that you can't send message to an email address in a domain that is a CNAME record. When I set up mailman, I created a CNAME host record for something like list.domain.com. When I sent email to the list address, it appears that the sending smtp server converts the email address to the domain that the CNAME record point to. So for example:
list CNAME domain.com.
When I changed the list.domain.com from a CNAME record to a A record and added a mx record for list.domain.com, the email worked correctly.