While most questions/answers seem to be pretty good about including the link to articles (etc) where they take images from, it seems like it might be good to consistently encourage that the original URL be provided along with the included images.
I guess the implicit question is whether we should actually do this (though it would be better to be explicit); anyway, yes, this is a good idea.
- Whenever you include an image from elsewhere on the web in your own posts, link to the original source, and preferably also identify it in the text.
- If you see someone else's post which includes an image whose source is not identified, it's a valid edit to update the post with a link and reference to the original source, if you can find it. The only exception is when the poster created the image themselves. There is no need for attribution when using your own image. And when seeing an image in a post (not as part of a quote), our default assumption should be that the image is the poster's own creation, unless there is reason to believe otherwise.
The above might be considered our own site policy against plagiarism (though if there is a post that makes it official, this is not it). There is also the separate matter of copyright. As far as copyright goes, content is submitted to SE under the terms of the license identified in the terms of service, which at the moment is Creative Commons Attribution-Share Alike 3.0. This license presumably applies to inline images as well as text, so if you include an image from elsewhere on the web, you had better make sure the use is legal just as you would with a block of text. That usually means that the image itself must be released under the CC-BY-SA or CC-BY license. And in those cases, the license requires attribution.
Remember that the default licensing is "all rights reserved", meaning that it's not legal to use an image unless you have an explicit statement (e.g. a license) saying that it's okay. In some cases, the fair use exemption in copyright law can sometimes make the use of an image legal despite it not being under a compatible license, but these cases are probably relatively rare on our site.