Are some non-coding RNA spliced?
You should check out Howald C, et al[1].  This is one of the many recent papers tied to the ENCODE data. They've used RT-PCR to amplify exon-exon junctions and then sequenced the results. Supplemental table 2 shows 3076 validated exon-exon junctions in putative processed transcripts which, in the main body of the paper may be sub-classified as:


  Non-coding, 3prime_overlapping_ncrna, Ambiguous_orf, Antisense,
  LincRNA, ncRNA_host, Retained_intron, Sense_intronic,
  Sense_overlapping, Processed transcript.



Howald C, Tanzer A, Chrast J, Kokocinski F, Derrien T, Walters N, Gonzalez JM, Frankish A, Aken BL, Hourlier T, Vogel JH, White S, Searle S, Harrow J, Hubbard TJ, Guigó R, Reymond A. 2012. Combining RT-PCR-seq and RNA-seq to catalog all genic elements encoded in the human genome. Genome Research, 22: 1698–1710, doi:10.1101/gr.134478.111.