(FYI, but backticks around your code next time, see the hint below the text box here)
Interesting! It's the caption. And it's kind of intentional, except not really.
I just did this:
With caption
[caption id="attachment_2171" align="alignright" width="100" caption="dgfsdaf"]<a href="http://mydomain.com/blog/2010/01/internalcombustion.jpg"><img src="http://mydomain.com/blog/2010/01/internalcombustion.jpg" alt="" title="internalcombustion" width="100" height="100" class="size-thumbnail wp-image-2171" /></a>[/caption]
Without caption
<a href="http://mydomain.com/blog/2010/01/internalcombustion.jpg"><img src="http://mydomain.com/blog/2010/01/internalcombustion.jpg" alt="" title="internalcombustion" width="100" height="100" class="alignright size-thumbnail wp-image-2171" /></a>
When the caption renders HTML, it wraps my image with a <div> that has the alignwhatever class in it. Now interestingly, for me, either way it works. I went back to your page to see if yours did too.
The source code for the nightboarder image is this:
<a href="http://easternslopes.com/wp-content/uploads/2010/01/NightBoarder.jpg"><img class="size-medium wp-image-2648 " title="NightBoarder" src="http://easternslopes.com/wp-content/uploads/2010/01/NightBoarder-300x214.jpg" alt="" width="300" height="214" /></a>
That's it. The caption div doesn't show up, even though you put the code in!
[caption id="attachment_2648" align="alignright" width="300" caption="A remarkable discovery: a snowboarder surfs down the brightly lit slopes of Pats Peak on a winter's night. (Pats Peak photo)"]<img class="size-medium wp-image-2648" title="NightBoarder" src="http://easternslopes.com/wp-content/uploads/2010/01/NightBoarder-300x214.jpg" alt="" width="300" height="214" />[/caption]
Advice 1: Upgrade to 2.9.1
Advice 2: If you already did that, reupload the files, something's not rendering right.
Advice 3: Did that? Okay, try the default theme. Maybe something in your theme is stripping the caption divs.