My problem started with my install not working some plugins and I wanted to clean things out completely.
So I imported wp to a file using the export I had got through the wp menu.
That file lost the post image meta data.
You could if you have some knowledge look at the postmeta table to get the missing attachment records into the new database (I kept a backup of the db amd still have it).
Problem is more deep rooted - as well missing the meta data, wp 2.5.1 onwards started to use different naming conventions for thumbnails.
In the end I decided to re-upload individually all the images per post and re-embed (to be perfect). In this way I have in affect started with a clean database and kept it clean, the old files which are in another location can then be removed - my images are divided by year/month so at the moment everything goes to 2008/07 even though orignals were in other folders.
Alternative was to take missing postmeta data from the old db to the new db - but then its not clean going forward given the naming convention changes.
Its not nice but I needed to re-do everything so I could get a plugin I wrote to work properly to (just a simple random image gallery plugin).