Hi PNG,
It depends on the sending ISP. For example Yahoo includes the sender IP info but Gmail does not.
If you check the full headers of an email sent by Yahoo, about four lines up from the Date: line you'll see a line like this:
Received: from [x.x.x.x] by web125601.mail.ne1.yahoo.com via HTTP; Tue, 13 Nov 2012 08:32:27 PST
The x's are the IP of the sender. Double check it was received by Yahoo via HTTP.
Headers can be forged. You can only trust headers from mail servers you trust.
Sometimes spammers include forged headers in their emails to try and conceal where the email was sent from.
Once you have the sending IP address, you can use
whois to track it down to the sending ISP / general location in the world.
At the whois site put the IP address of the sender in the search box at the top right of that page.
A traceroute in the IP might provide more clues on the location since lots of ISP's include location information in their reverse DNS.
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