You can do a manual lookup using dig
Typically the syntax is
dig @localhost domain.tld
To check an RBL, you quite often have to reverse the IP and append it to the RBL. So to lookup 111.222.333.444 you'd need to use something like
dig @localhost 444.333.222.111.rbl.rblcompany.tld
dig @localhost 444.333.222.111.zen.spamhaus.org
You might want to compare the answer that gives with doing the same lookup on a nother DNS server. e.g. Google's DNS, OpenDNS, your ISP's DNS etc. Just change @localhost to @184.108.40.206 or @ip-or-domain-of-dns-server
If I remember correcly, NX Domain = not listed. 127.0.0.2 and over means listed.