Here's a fun one - a client called to ask us to remove the "art" from his blog. I was a little confused, and loaded up the site, fearing that the server may have been hacked.
(Images of goatse flying through my mind)
Thankfully, it wasn't quite that bad.
What happened was that the blog was hotlinking the image from a remote server.
Like this:
<a href="#destination" target="_blank">
<img src="http://www.twistermc.com/RSS-images/furl.gif">
</a>
For some reason, these guys decided to redirect that image to the ugly one shown above. I guess they were trying to prevent bandwidth leeching, or just having a joke.
Solution: You should always host your own images etc on your own server, lest someone else change them without notice.