What you should do
Report it
Ignore it
If no staff are online, and you can contact them, do so.
What You Should Not Do
Reply to it IN ANY WAY
And why not? Because now when the troll / spam bot or whatever is banned, your message saying "WTF WHY YOU POST THAT HERE!" is still there, and it looks like you are talking to the person above you once the spammers message is deleted. The staff have enough on their plate, without having to go around fixing all the aftermath and it can be avoided if we learn how to deal with it properly...
Remember, they WANT you to react to it!
So if you miss it, be glad you did and move on, do not resurrect it by asking people what happened or continuing to talk about it.