I don't think there IS a CAPTCHA for WP yet. I was one of the people who threatened to make it, but I have not yet gotten enough spam that's slipped through to justify it. I did some initial work, but it'll probably require several more hours.
I'm also concerned about the impact of releasing it, because there is potential for abuse. Basically, I think that if the CAPTCHA is wrong, or blank, comments should go to moderation, not be deleted. But some people might just say "screw the blind" and force people to enter the CAPTCHA string.