It is being widely reported that Gmail is now caching images.
For more information see this blog post from Exact Target.
As of sometime in the past day or two, it seems that Google has modified Gmail to rewrite the URLs for images in inbound HTML email messages. It looks like they're using some sort of transparent caching proxy process, where the address for an image URL query is rewritten to go through their own servers.
For more information see this blog post from Exact Target.