I've randomly started having this issue as well. I didn't notice the problem until this past Friday 9/7/07. I've not done the newest security/bug fix update yet so I don't know if that has an issue, but I've never noticed this issue before.
I uploaded photos, had the thumbnail link to a page and then sent it to the editor. When I publish the link changes from the page name it normally creates to the /?attachment_id####
I can usually go in and delete the photos then reload them and it works fine but this weekend I had it happen to the reposted photos as well.
I wondered if it was a naming issue but it doesn't seem to be that as I already deleted the original files. Its frustrating to say the least.
It's happening on some of my most recent posts. The last one to do it was this one but I've deleted the problem photos and reuploaded them and it seems to be fine.
I just don't want it to continue to happen so if anyone has insight as to what might be doing it, that'd be great.