Here was my solution.
-Open your junk mail folder.
-Select all mail - command A (optionally, you can select only the mail item you want marked as not junk)
-Click on Message in the toolbar and then click on Apply Rules (Option, Command, L)
-Once it completes, every item in your junk mail folder (or only the ones you selected) will give you an option to mark as not junk.
Hope this helps.
If you use imap, it is very possible that your mail server is already marking these as junk and putting them in the junk folder prior to you downloading it on your Mac. When this happens, the junk mail filter is not ran on mail that is already in the junk folder.