Microsoft have an article on how to setup smtp relay to Office365 KB2600912
An example of why would you would need this is whereby you need to continue to scan to email from your on-premise multi function printer.
Another way of doing this is by relaying through your isp's smtp outbound mail server. For example UPC's outgoing mail server is 'smtp.upcmail.ie'
But if you are using the new exchange online (tenant version 15) then it will get processed as spam.
So to fix this you simply need to create a rule, So below I will show some screenshots in whitelisting email@example.com
So you need to login to https://portal.microsoftonline.com and in the top right hand corner , select exchange management.
Then go to mail flow and add a new rule as per the image below, selecting the bypass spam filtering rule template.
Then specify the sender as 'firstname.lastname@example.org' with the default options.
Now you can receive your scan to email documents :)