Mail is documented in the book (
http://web2py.com/book/default/chapter/08#Auth-and-Mail), but you're right,
it does not appear to mention the reply-to option. However, the send method
of the Mail class does include a reply-to parameter, as documented here:
http://www.web2py.com/examples/static/epydoc/web2py.gluon.tools.Mail-class.html
For future reference, you can access the web2py Epydoc content from the
documentation page: http://www.web2py.com/examples/default/documentation (or
directly at http://www.web2py.com/examples/static/epydoc/index.html).
Because it's part of the 'examples' app (which is the main web2py.com site),
Epydoc is also included in your local web2py installation (assuming you
haven't deleted the 'examples' app) -- it's all in
/applications/examples/static/epydoc/ and can be reached by navigating your
local copy of the 'examples' app (just like on web2py.com).
Anthony